Cycle tank only once?

So i'm confused... Im fairly new to this so please forgive me if my questions are dumb. So you only have to cycle the tank only once? Why don't you have to cycle again after doing a water change? I heard it's because of the filter but what if you change out the filter? i'm so lost :( Also i'm cycling my tank with fish food and shrimp right now, how long should I keep "feeding" my tank fish food? and how long should I keep the shrimp in there?