Here's the line is referred to as a sound effect, but it's too vague in my opinion, because it's something that's voiced by a character and not just a sound. Is there a more specific word in the context of video games?
He's just calling out his attacks. TVTropes has a great article on this.
Conversely, if the character was a spellcaster of sorts, it would be an incantation. If the character was a superhero, it would be an invocation.