Here is Young's literal translation which backs up what Dr. Walters is saying. It is easy to see here:In the so-called Great Commission, Christ did not include baptism as part of "teaching them to observe all things whatsoever I have commanded you." This means that being baptized is part of the process of becoming a disciple of Christ or Christian, not part of Christian sanctification.
Matthew 28:19-20 having gone, then, disciple all the nations, (baptizing them--to the name of the Father, and of the Son, and of the Holy Spirit, teaching them to observe all, whatever I did command you,) and lo, I am with you all the days--till the full end of the age.'
Notice the verb "disciple" is the command in verse, while the others, such as "baptism," are participles which are subject to the primary verb "disciple." The person first has to be discipled--that is led to the Lord and then taught some before he is baptized.
BTW, that is what happened to Saul, the Ethiopian Eunuch, the Philippian jailor, and many others. They trusted, and were taught, and then were baptized. In the Bible you can't always read a timeline. For example, from the time that the jailor trusted Christ, just after Paul told him how to be saved, how long did it take him and Paul to clean up a bit, get out of the jail, and that very vicinity, get all the way to the jailor's quarter's, be welcomed by the family, etc., etc., There was a lot of time that passed before the actual baptism took place. In that time the jailor no doubt heard a lot of teaching from Paul. That is just one example.