As Christians are we called to convert people who have no Faith in anything or Faith in different religion. Baptist/Methodist As Christians, both individually and collectively as the church, we are called to make and grow followers of Christ but when Jesus says this is he telling us to mainly target Non-religious people or people of other (non-Christian) religions. The focus is not whether we such make disciples, but whether we should focus more on the non-religious or on people of other faiths or if they should be treated the same. 

I want the answer strictly from Baptist or Methodist denomination.
Therefore go and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit,(Matthew 28:19)


"All nations" would naturally extend to refer to all people, be they atheists, Buddhists, or of any other religious (or lack of religious) beliefs. Hence, Jesus says "all."

Given that Baptists and Methodists believe that the Bible is God's word, I am confident that this applies to both denominations. However, since you specifically asked for the teaching from the Baptist or Methodist Church, here is a quote from an article from the United Methodist Church: (I chose Methodist because it's easier for me to find stuff on them for some reason.)


  "The concept of missionaries is something that many people struggle with, particularly when we are engaged in more pluralistic circles of friendship or other relationships. We don’t want to offend Muslim or Jewish friends by trying to convert them to Christianity. And we don’t want to be thought naïve or self-righteous by atheist or agnostic friends.  At the same time, we are called as United Methodists to make disciples of Jesus Christ for the transformation of the world. We are called as Christians to share the Good News of Christ. So how do we live out our faith authentically in ways that offer an invitation to grace that meets people where they are but doesn’t leave them there?"


We’re on a Co-Mission From God