This is a delicate doctrine and it must be said that it is difficult to find a comprehensive answer.
Yet Catholic Doctrine is very clear if you dig for it.
What of those who die without Baptism? Well, assuming that the Catholic Church is the true Church of Christ (which it is):
All those in Heaven are Catholics. The reason is simple. They can now all SEE – no longer by Faith but by experience – the Holy Trinity, the Mother of God in her majesty, they can see the saints, they can see Purgatory... {incidentally, that is why - as S. Paul writes in Corinthians, there will not be either Faith nor Hope in Heaven, but there will be Charity...} It is infallible Catholic teaching that all those in Heaven must have become members of the Catholic Church before their souls left their bodies. It is 'the common opinion' that God allows each soul, at some point of their life, even the very last moment, a glimpse of Himself in one form or another, and the ability to exercise their Free Will. The hardened sinners are filled with terror and loathing; however many, we may believe, give a glad cry, 'So it was YOU all the time!'
In modern years we understand now much more of the difficulties people may have in seeing clearly: wrong ideas implanted in childhood, emotional traumas that cloud our intellect, plausible but false reasonings... Their final conversion need not be visible to those of us still on this Earth. It is a serious sin to state, and believe, that a particular named person is in hell because he did not repent (or believe). We are not privy to their final thoughts. We do not know how many of these people there are: but one of the very few whom we have been told as a fact went to Paradise was Dismas, the Good Thief, who had lived a life of crime. We are told by Our Lord to 'make disciples of all nations and baptize them' ... we were not invited to speculate on how many 'virtuous pagans' obtained the Grace of conversion in their last breath. But the Church has always warned very strongly against complacency on this matter. For one thing, only the soul in a State of Grace can actually please God and merit on the supernatural level. If one does genuinely understand that the Catholic church was truly instituted by Christ, then it would be a mortal sin to refuse to convert. Unfortunately, there are those who deep down do understand that the Catholic Church is the true one, but for reasons of sloth or attachment to sins, refuse to convert. This is indeed a mortal sin.
But S. Therese, the Little Flower, (and declared a Doctor of the Church) spoke of the souls who are innocently in ignorance of these things. Heaven is like a garden, she wrote, and God desires some souls to be like towering trees, others like huge and splendid flowers. Others are quiet bedding plants ... and the Virtuous Pagans, saved at the end and therefore unable to merit in this life, are His wildflowers, whom He also loves very much.