The new testament may start with Matthew in the Bible, but the new covenant was inaugurated with Jesus' death.
Matthew 26 " For this is My blood of the new covenant, which [ ratifies the agreement and] is being poured out for many for the forgiveness of sins."
Jesus was supposed to keep the law.
Romans 10 " 4For Christ is the end of the Law [the limit at which it ceases to be, for the Law leads up to Him Who is the fulfillment of its types, and in Him the purpose which it was designed to accomplish is fulfilled. That is, the purpose of the Law is fulfilled in Him] as the means of righteousness (right relationship to God) for everyone who trusts in and adheres to and relies on Him." Amp version
Galatians 3"23 But before faith came, we were kept under guard by the law, kept for the faith which would afterward be revealed. 24 Therefore the law was our tutor to bring us to Christ, that we might be justified by faith. 25 But after faith has come, we are no longer under a tutor."
The commandments we are to obey are not the old covenant commands, but the commands of Jesus to love one another. This is listed in 1 John 3
"21 Beloved, if our heart does not condemn us, we have confidence toward God. 22 And whatever we ask we receive from Him, because we keep His commandments and do those things that are pleasing in His sight. 23 And this is His commandment: that we should believe on the name of His Son Jesus Christ and love one another, as He gave us commandment."