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That worldwide Kingdom is set up upon his return. That’s the Millennial reign of Jesus, the Messiah of Israel. No one is allowed to be in the Kingdom unless they are saved. All others are killed (and they are held, in death, until the Great White Throne Judgement (Revelation 20) at the end of the Millennial Reign, at which time all the unsaved dead of all time are judged and thrown into the lake of fire.

Here’s an article that I just found (just picked it at random out of many such articles) which outlines it.

Who will occupy the Millennial Kingdom?
http://www.gotquestions.org/millennial-kingdom.html

Answer: There will be two distinct groups occupying the Earth during the millennial kingdom—those with glorified bodies, and those with earthly bodies who lived through the tribulation and on into the millennial kingdom. Those with glorified bodies consist of the Church, receiving glorified bodies at the rapture (1 Thessalonians 4:13-18; 1 Corinthians 15:21-23, 51-53), and those who are resurrected after Christ returns to Earth (Revelation 20:4-6). Those who have earthly bodies can be subdivided into two groups: believing Gentiles and believing Jews (Israel).

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Matthew 25:31-46 is another passage that should be considered. This passage is commonly called the separation or judgment of the sheep and the goats. The sheep and goats refer to righteous and unrighteous Gentiles. Christ will judge the unrighteous Gentiles (goats), and they will be cast into the lake of fire for eternal punishment (Matthew 25:46). Therefore, no unbelieving Gentile will survive to live on into the millennial kingdom. The righteous Gentiles, or sheep, will live on into the millennial kingdom. They will give birth to children and will populate the Earth. However, these are not the only ones who will be producing children during the millennial kingdom.

The impression is given that when Christ returns, all Israel will trust in Him (Zechariah 12:10). They, too, will not receive glorified bodies (as did those who were raptured prior to the tribulation and those resurrected afterward). They also will produce children during the millennial kingdom.

[ ... there’s more at the link ... ]

Here’s an EXTENDED study of many verses of who enters the Kingdom ... it’s a long one but you’ll get all the verses here that you want ... :-) ...

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Will the Unsaved Enter the Millennium?
http://www.bereaninternetministry.org/Papers/Will%20the%20Unsaved%20Enter%20the%20Millennium.doc

There seems to be some misunderstanding among various prophetic expositors about who will be allowed to enter the millennial kingdom when Jesus returns to establish the kingdom upon the earth. I have taken the time in this study to scripturally analyze and verify from the prophetic parables and other statements in Scripture that only the saved will be able to enter the future kingdom. The Scriptures do not leave us in the dark about this matter. We can conclude that only the saved will be allowed to enter the coming messianic kingdom. In fact, Jesus said so! This is good enough reason to believe that only those who are saved will enter the kingdom.

John 3:3

“Jesus answered and said unto him, Verily, verily, I say unto thee, Except a man be born again, he cannot see the kingdom of God.”

I would not need any other verse to convince me that only the saved will enter the kingdom after reading this verse. This is proof enough! This is the same messianic kingdom that Jesus was offering to establish while He was here upon the earth. The entire ministry of Christ centered on this offer of the kingdom to the lost. Let’s not fool ourselves and say that the reference to the kingdom in John 3:3 was some kind of spiritual kingdom that people enter when they are born again. All throughout His earthly ministry Jesus repeatedly talked about the earthly kingdom. There is absolutely no warrant or exegesis that would make us believe that this is some kind of spiritual kingdom that Jesus was talking about when addressing Nicodemus. Nicodemus would only know about the prophesied messianic kingdom that Jesus was offering and speaking about during His earthly ministry. Jesus reminds us that only by new birth could one enter this kingdom.

Jesus also taught that people must repent and believe the gospel of the kingdom in order to be able to enter the coming earthly kingdom.

Mark 1:14-15 records:
“Now after that John was put in prison, Jesus came into Galilee, preaching the gospel of the kingdom of God, And saying, The time is fulfilled, and the kingdom of God is at hand: repent ye, and believe the gospel.”

Only people who repent and put faith in the gospel would have entrance into the kingdom that Jesus was offering in that day. The same will be true in the future tribulation period before the kingdom arrives on planet earth. Only those saved during the tribulation period will have the privilege of entering the kingdom. This same truth about only the saved entering the kingdom is also presented to New Testament believers.

1 Corinthians 6:9-10

“Know ye not that the unrighteous shall not inherit the kingdom of God? Be not deceived: neither fornicators, nor idolaters, nor adulterers, nor effeminate, nor abusers of themselves with mankind, Nor thieves, nor covetous, nor drunkards, nor revilers, nor extortioners, shall inherit the kingdom of God.”

The list is not meant to be exhaustive! The point is that the sinner, who has never had his sins washed away, will not enter the millennial kingdom. This class of people are those people who have never had their sins forgiven and who still stand as sinners before God’s presence. The Corinthians had been washed clean of their sins before God’s presence and no longer are labeled as sinners in God’s sight.

1 Corinthians 6:11

“And such were some of you: but ye are washed, but ye are sanctified, but ye are justified in the name of the Lord Jesus, and by the Spirit of our God.”

Only blood washed born again sinners can and will enter the kingdom! No unforgiven sinner will enter the millennial kingdom. The Scripture speaks with authority on this subject.

Galatians 5:21

“Envyings, murders, drunkenness, revellings, and such like: of the which I tell you before, as I have also told you in time past, that they
which do such things shall not inherit the kingdom of God.”

Paul did not preach about any spiritual kingdom. Therefore, in his thinking he is referring to the literal kingdom that Christ was going to establish on earth. This is the kingdom that is the climax of earth’s history. The world is moving in the direction of Christ’s rule over the earth. It is this kingdom that Paul is addressing. And Paul reminds us that no unsaved person, evidenced by their lifestyle of sinfulness, will enter this kingdom. Those unsaved people who “do” or continually practice sin will not be able to enter this future kingdom. The evidence of their overall sinful lives tells the story of their unregenerate life. And this bars them from the kingdom.

[ ... and a whole lot more at the link ... ]

The most direct and to the point is John 3:3 ... from Jesus ...

Jesus answered and said to him, “Most assuredly, I say to you, unless one is born again, he cannot see the kingdom of God.”

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ONLY those who are born again (saved) will ever see the Kingdom. And it’s THAT KINGDOM that the Lord tells his disciples to pray for (in order for it to come ...)

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9 In this manner, therefore, pray: Our Father in heaven, Hallowed be Your name.

10 Your kingdom come. Your will be done On earth as it is in heaven.

11 Give us this day our daily bread.

12 And forgive us our debts, As we forgive our debtors.

13 And do not lead us into temptation, But deliver us from the evil one. For Yours is the kingdom and the power and the glory forever. Amen.

Matthew 6:9-13