It depends on your definition of the word "church"…
If you are talking about one of the world’s denominations such as the Catholics, Episcopalians, Anglicans, Lutherans, Presbyterians, or even the United Church of God, the answer is no. However, if you are considering the word "Church’" as it has been translated in the Bible from the Greek word ekklesia, then the answer is yes.
You should be baptized into God’s ekklesia—which is a Greek word used to describe “those who have been called out.” The ekklesia of God is an assembly of believers whom God has called out of the world to learn to follow the teachings He sent through His Son, Jesus Christ.
A number of the references translated “Church” in the New Testament, such as in Matthew 16:18 Matthew 16:18And I say also to you, That you are Peter, and on this rock I will build my church; and the gates of hell shall not prevail against it.
American King James Version×, Matthew 18:17 Matthew 18:17And if he shall neglect to hear them, tell it to the church: but if he neglect to hear the church, let him be to you as an heathen man and a publican.
American King James Version×, and many other locations throughout the book of Acts and the remainder of the New Testament come from this word ekklesia. So when Christ says, “I will build my Church” in Matthew 16:18 Matthew 16:18And I say also to you, That you are Peter, and on this rock I will build my church; and the gates of hell shall not prevail against it.
American King James Version×, He is not referring to any specific worldly denomination, He is saying, "I will build my assembly of called out believers." God knows who are His (2 Timothy 2:19 2 Timothy 2:19Nevertheless the foundation of God stands sure, having this seal, The Lord knows them that are his. And, Let every one that names the name of Christ depart from iniquity.
American King James Version×). He knows them because He called them, and they live according to His teachings.
God was clear as to who could become a part of this ekklesia. An individual could not just decide that they were going to become a part of it. John 6:44 John 6:44No man can come to me, except the Father which has sent me draw him: and I will raise him up at the last day.
American King James Version×states that God the Father does the calling, ultimately bringing that individual to Jesus Christ and beginning to open their mind to understanding. Once they begin to understand the truths of God, the importance of the Sabbath, the Holy Days, and other essential teachings that Jesus Christ taught his disciples, the individual begins to become interested in committing themselves to become a disciple or follower of Jesus Christ.
Throughout scripture, baptism is the vehicle through which that commitment is made.
Christ instructed His disciples to go out and teach as they were taught, making more disciples of Jesus Christ through their travels (Matthew 28:19-20 Matthew 28:19-20  Go you therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost:
 Teaching them to observe all things whatever I have commanded you: and, see, I am with you always, even to the end of the world. Amen.
American King James Version×; Mark 16:15-16 Mark 16:15-16  And he said to them, Go you into all the world, and preach the gospel to every creature.  He that believes and is baptized shall be saved; but he that believes not shall be damned.
American King James Version×). They did—baptizing people in Christ’s name, and laying hands on those individuals so that they would receive God’s Holy Spirit (Acts 8:12-17 Acts 8:12-17  But when they believed Philip preaching the things concerning the kingdom of God, and the name of Jesus Christ, they were baptized, both men and women.  Then Simon himself believed also: and when he was baptized, he continued with Philip, and wondered, beholding the miracles and signs which were done.  Now when the apostles which were at Jerusalem heard that Samaria had received the word of God, they sent to them Peter and John:  Who, when they were come down, prayed for them, that they might receive the Holy Ghost:  (For as yet he was fallen on none of them: only they were baptized in the name of the Lord Jesus.)  Then laid they their hands on them, and they received the Holy Ghost.
American King James Version×).
The apostle Paul expanded on the understanding of God’s ekklesia,when he wrote that "Those who are led by the Spirit of God [received at baptism through the laying on of hands—Acts 19:1-6 Acts 19:1-6  And it came to pass, that, while Apollos was at Corinth, Paul having passed through the upper coasts came to Ephesus: and finding certain disciples,
 He said to them, Have you received the Holy Ghost since you believed? And they said to him, We have not so much as heard whether there be any Holy Ghost.
 And he said to them, To what then were you baptized? And they said, To John's baptism.
 Then said Paul, John truly baptized with the baptism of repentance, saying to the people, that they should believe on him which should come after him, that is, on Christ Jesus.
 When they heard this, they were baptized in the name of the Lord Jesus.
 And when Paul had laid his hands on them, the Holy Ghost came on them; and they spoke with tongues, and prophesied.
American King James Version×, Hebrews 6:2 Hebrews 6:2Of the doctrine of baptisms, and of laying on of hands, and of resurrection of the dead, and of eternal judgment.
American King James Version×] are the sons of God … and if children—heirs, heirs of God and joint-heirs of Christ” (Romans 8:14-17 Romans 8:14-17  For as many as are led by the Spirit of God, they are the sons of God.  For you have not received the spirit of bondage again to fear; but you have received the Spirit of adoption, whereby we cry, Abba, Father.  The Spirit itself bears witness with our spirit, that we are the children of God:  And if children, then heirs; heirs of God, and joint-heirs with Christ; if so be that we suffer with him, that we may be also glorified together.
American King James Version×). The members of God’s ekklesia—those He has called out and to whom He has revealed His truth—are more than just a body of believers. They are a literal part of God’s family. They are children of God, heirs to the Kingdom and joint-heirs with Christ. That is, if they allow God’s Spirit to lead their lives.
If we are led by God’s Spirit, we will live our lives in accordance with Christ’s teachings exhibiting fruits of the Spirit (Galatians 5:22-23 Galatians 5:22-23  But the fruit of the Spirit is love, joy, peace, long-suffering, gentleness, goodness, faith,
 Meekness, temperance: against such there is no law.
American King James Version×), so a good litmus test as to whether a denomination is baptizing into God’s ekklesia is, do they teach and encourage their brethren to live their lives in accordance with Christ’s teachings?
If you desire to become a true disciple of Jesus Christ, living your life in accordance with what he taught, becoming baptized and receiving God’s Spirit through the laying on of hands is essential. As a result, it is important to find a denomination that teaches as Jesus Christ taught, and whose ministers have the authority to baptize in accordance with His teachings as we see outlined in scripture.
So should you be baptized into a denomination? No. You should be baptized in God’s ekklesia, the very family of God.