The Catechism in Questions & Answers

486. What did Jesus say to His disciples concerning baptism?

After His resurrection, Jesus gave His Apostles the Great Commission: “Go therefore and make disciples of all the nations, baptising them in the name of the Father and of the Son and of the Holy Spirit” (Matthew 28: 19). Baptism is thus one of the tasks of the Apostles.
When the New Testament speaks of “baptism”, it is often referring to a twopart baptism, namely with water and with the Holy Spirit (cf. Acts 8: 14 et seq.). Holy Baptism with water and the baptism of the Spirit are thus closely linked.

Great Commission: see Questions 159., 434.

“He said to them, ‘Did you receive the Holy Spirit when you believed?’ So they said to him, ‘We have not so much as heard whether there is a Holy Spirit.’ And he said to them, ‘Into what then were you baptised?’ So they said, ‘Into John’s baptism.’ Then Paul said, ‘John indeed baptised with a baptism of repentance, saying to the people that they should believe on Him who would come after him, that is, on Christ Jesus.’ When they heard this, they were baptised in the name of the Lord Jesus. And when Paul had laid hands on them, the Holy Spirit came upon them, and they spoke with tongues and prophesied.”
Acts 19: 2-6