Example: If your teacher is requesting you to follow certain rules, but you have not yet met him or heard what he had to say, how can you "obey" his rules when you dont know what they are ?
I typed up a big answer to post and didn't post it because I've posted so much already. Who are you talking about when you say, "if they do not know Him or his teachings ??" If you mean the Jews, then please read this link and read Romans 11 again. This is an excellent article by Jerry. He is writing about "the Mystery" referred to in Romans 11.
Jerry Golden: Who is a Jew and what does it mean, All Israel shall be saved?