Then Jesus came to them and said, “All authority in heaven and on earth has been given to me. 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, and teaching them to obey everything I have commanded you. And surely I am with you always, to the very end of the age.” Matthew 28:19-20
Most of us don't have to "go" very far to begin "making disciples". In fact, most of us can start right within the walls of our own homes. And the very best time to start is right from the very beginning. Even little ones can begin learning the elementary truths: God is our Heavenly Father. Jesus is God's Son. The Bible is God's Word. The church is God's people. Those very first things are the foundation of faith.
It's great to send money or even go to other places to teach the Gospel to others, but if we do that, yet neglect teaching the very ones in our homes, then we've failed the ones we can influence the very most. Parents spend hours and hours teaching and training or even spend money on training their children in schooling, sports, or hobbies, yet how much time is spent in studying and teaching them God's Word? Do we leave that up to the Bible class teachers? The youth minister? Training begins at home!
Maybe you did teach them about God and Jesus and the church. Maybe you trained them the very best you could. And maybe, for whatever reason, they didn't listen. Remember that some day that instruction may come back to them. Perhaps some day they will turn to Him. Don't give up! Keep praying! Keep being the example God would want you to be.
Never stop learning. Never stop teaching. And never stop doing what you can do to make disciples.