Judaism's assumption is that Gd has reached out to non-Jews. For instance, the Jewish Bible talks about non-Jews as they communicate with Gd. Judaism also assumes all nations of the world are Gd children and bring something of value into the world. So it'd be logical to think that Gd did indeed communicate with all people in some way.
The Jewish story is that Gd went to every group with his proposal. Each group turned him down. The last people, the Hebrews, were a ragtag, low status, not powerful, bunch. They had nothing to lose by taking a chance on this unusual invisible Gd. So Jews took on the role of bringing the values of Torah to the world by being "a light unto the nations" and the role of a convenant with Gd to do this and to have this relationship of respecting this Gd. However, that in no way detracts from the role other groups have, or their relationship with Gd!
So the Jewish bible is our story for Jews, and our role to play. Everyone else has there's. I'd sure hope Gd's been around for them too. Although their storytelling is different from ours, you can often hear the connection to Gd in it, that feels the same as ours.
This is why as Christians and Jews reached out to each other in recent times - they could form relationships and understand each other's desires for their own religion's spirituality.