At the moment of repentance/acceptance, God’s Holy Spirit enters their spiritual hearts (RV 3:20), uniting them with God as heavenly Father (RM 8:9) and identifying them with Christ’s worldwide/catholic body or church (CL 1:18). This manifold event is called spiritual birth or baptism (1CR 12:13).
Confusion may arise from the fact that in Ephesians 4:5 Paul says there is only one baptism, but elsewhere the NT seems to refer to two types of baptism: one by water and another by the Holy Spirit. In His “Great Commission” Jesus tied saving faith closely to the work of water baptism when He said “Make disciples of all nations, baptizing them” (MT 28:19). Yet, in 1 Corinthians 12:13 Paul wrote that “We were all baptized by one Spirit into one body.” This suggests that spirit baptism occurs at the moment of conversion, when the Holy Spirit unites the new saint (saved sinner/soul) with Christ, because “if anyone does not have the Spirit of Christ, he does not belong to Christ.” (RM 8:9)
Any confusion is resolved by understanding that the two types of baptism are united if baptism with water is viewed as a symbolic way of portraying baptism by the Holy Spirit. The details for this work are vague, but the mode of immersion best portrays a Believer’s spiritual union with Christ in His death, burial and resurrection to eternal life (CL 2:12, RM 6:4).
Although Paul did not command baptism, he administered it in ACTS 16:33, 18:8, 19:5 & 1CR 1:114-16, even though he said Christ did not send him to baptize but to preach the gospel (1CR 1:17) IOW, Paul's focus was on preaching (spirit baptism) and he probably left the water baptizing to his assistants.
Both outward confession and water baptism may be seen as works manifesting love for God that every new Believer will want to (but we cannot say “must”) perform as soon as possible following his/her decision to have saving faith (cf. MT 3:13-15, ACTS 2:38).