Yes, and He transferred that assignment to the Apostles, and they to the rest of the Church (Matt 28:18-20)
"And Jesus came up and spoke to them, saying, “All authority in heaven and on earth has been given to Me. 19 Go, therefore, and make disciples of all the nations, baptizing them in the name of the Father and the Son and the Holy Spirit, 20 teaching them to follow all that I commanded you; and behold, I am with you always, to the end of the age.”"
All the world is lost, and we, the Church, are to take the Gospel to them and save them through its power (Rom 1:16), and teach them everything that Jesus taught us through the Scriptures.