At the end of the Gospel of Matthew (Matthew 28:19-20), Jesus tells his disciples, in what is often called the Great Commission:
"Therefore go and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit, and teaching them to obey everything I have commanded you. And surely I am with you always, to the very end of the age."
So, in summary, he instructed them to:
* Go and make disciples of all nations: Spread his teachings and message to everyone.
* Baptize them: Initiate new believers into the faith.
* Teach them to obey his commands: Instruct them in the principles and practices of Christianity.
* Know that he will always be with them: Encouraging them by promising his constant presence and support.