8 I have baptized you with water, but he will baptize you with the Holy Spirit.”John the Baptist about his ministry. He baptizes with water, and Jesus will come and baptize with the Holy Spirit.
By looking at Acts, we understand when this actually happens.
4 And while staying  with them he ordered them not to depart from Jerusalem, but to wait for the promise of the Father, which, he said, “you heard from me; 5 for John baptized with water, but you will be baptized with  the Holy Spirit not many days from now.”
And what happens in Acts 2?
They are filled with the Holy Spirit. Divided tongues of fire appeared and rested on each of them. The room wasn't "filled" with the Holy Spirit and each person was immersed in it (though the sound did fill the room). Instead, how does Peter interpret it? He points us back to Joel
2:1 When the day of Pentecost arrived, they were all together in one place. 2 And suddenly there came from heaven a sound like a mighty rushing wind, and it filled the entire house where they were sitting. 3 And divided tongues as of fire appeared to them and rested  on each one of them. 4 And they were all filled with the Holy Spirit and began to speak in other tongues as the Spirit gave them utterance.
"And in the last days it shall be, God declares,Pouring, no need to be immersed.
that I will pour out my Spirit on all flesh,"