There are stories of Jesus appearing directly to people in Muslim countries where trying to convert a Muslim is illegal. The people are personally visited (somewhat like Paul) and led supernaturally to other believers and/or a Bible. Yes, people have to believe in Jesus (before Jesus came to earth, that meant belief in the messianic promises, but now it is belief in Jesus specifically), but Jesus is able to get the gospel to those He has called.

In reality today, it is a rare person who has never heard of Jesus, but you are correct that there are significant numbers who have not been exposed to the complete Gospel of Jesus. They have nonetheless rejected their creator.