All christian denominations are one - are "the church" - because they are united in seeking to follow Christ.  A priest once said to me that he holds a  "wagon wheel" understanding of christianity. The different denominations are spokes in the wheel, and all are connected to the hub - Christ. Each "see" the hub - Christ - from slightly different perspectives.  But all are focused on Christ.  

Jesus was a Jew, as were all of the apostles and most of the disciples who followed him during his lifetime. He did not found a church as we understand the word today.  Christianity did not really separate from Judaism until decades after Jesus' death.  The christian religion evolved for at least three centuries after Jesus' death before beginning to become the institution that has grown and changed for the last two thousand years.