The church is the ecclesiastica, the gathering, and he started it before the crucifixion and spent 40 days with it after the ressurection. Jesus knew everything, and the future. He definitely knew about the Church.
Where does the Bible say that the Jews would return to Jerusalem again after being scattered by the Romans? Can you find one example that isnt referring to the return from the Babylonian captivity?
Verily I say unto you, This generation shall not pass, till all these things be fulfilled.
Matthew 24:34 KJV
He was talking directly to his apostles, not us. How can it be our generation?