Add in the fact that Christ also told the disciples that He would send the Holy Spirit (the third member of the God Head) to dwell among and in them, and to guide and to comfort and strengthen them, and to remind them of Jesus Himself.
He then sent them out 2 x 2 to teach others, He confirmed that He had come specifically from the Father, and that He (Jesus) was baptized by John (his cousin) specifically with the mission to bring the Word of God back to the Jews first.
He was the Messiah, whose coming was long prophesied, and whose task it was to eliminate thru the sacrifice of His life the gap that was ever-widening between God and His chosen people, the Jews.
But when Jesus and His sacrifice was rejected by the Jews, then He turned to the gentiles in order that God's gift of reconciliation and salvation might freely restore as many people as would come back to God.
Jesus did found the Church. And even as God personally taught the Jewish people through the example and words of Moses so that they would know Him, Jesus in the same way taught the gentiles who would come to Him of God, and how to worship Him.
When Jesus left this Earth at Pentecost, the Earthly church was already in existence, and has continued through this day.