They met in Talon, I think Michael Chu or someone else confirmed it in a tweet or blue post when someone asked if Baptiste was a part of Overwatch or had connections to any of the other heroes.
Also, I think there are rumors of OW coming back because of the vigilantism of Soldier and Ana. Remember during the Soldier cinematic after he rescued that girl and she recognized he might have been OW, and then grabbed the poster from the wall and ran back home with it?
I can imagine word spreading quickly about these kinds of things.
Edit: I found the AMA about Baptiste, here you go if y’all are interested: