If you really want him to tell you he's done, say to him, "Are you done? If you're done say, "done!" and Mommy will get you down." Use any word you want, done, out (meaning he wants out of his high chair), down (meaning he wants to get down), whatever ...
My youngest was a late talker, so we showed him the sign for 'all done." It's waving both hands at the same time. we showed him and said "all done," so I would say, "Joey, are you all done?" as I was waving my hands. He caught on very fast.
Honestly, though, this is not the hill to die on. If you know he's done (and you clearly know when he's done), just let the poor child down. He's 2. If you really fight him on this, you're just causing more struggles down the road. If he's in a decent mood, sure, have him say it. But if he's in a grouchy mood, let it go.
ETA - I just read your SWH, and I think you are going to find things much more tolerable if you consider a different approach.
You said that you come back and try to explain to him that what he was doing wasn't nice. I would let that go. He's only 2. For now, if he's throwing balls in the house, try, "We only throw balls outside. Let's go outside and throw the ball." If going outside is not an option, change it to, "Let's play with blocks instead."
Give him something he CAN do instead of only telling him what he CAN'T do. Also, don't take it so personally. 2 year olds throw fits when they don't get what they want. If you get upset, he's getting attention from you. Don't give him attention (positive or negative). Tell him, "Mommy will talk to you again when you calm down," and then remove yourself from the situation. Turn around, go to a different room, occupy yourself in some way. When he calms down, go to him and say, "Let's go outside!" (or whatever activity you want to do next.)
If he's upset that he wanted a cookie, empathize with him. "You really wanted that cookie, didn't you? Cookies are so yummy, and you really wanted one. Maybe we can have a cookie after lunch? Does that sound good? Hey, let's read a book before lunch. That sound really nice," and then get him interested in the book.
"He always wants his way..and if I don't give it to him he acts out." That's true. Sometimes, there's no distracting them. They just want their way, and that's normal. Your job is to help him deal with life's disappointments. Give him the tools to learn that sometimes we don't get our way, but it's going to be ok. He's too young to talk about these things, so you have to show him.