How did Germania, Poland, Scandinavia and the rest Eastern Europe become Christian if the Romans never conquered those areas?

Missionaries visited non Christian countries, like Saint Augustine for example, who came to Kent to convert the Pagan Saxons.  

The Romans themselves were not Christians until the last century of their existence.

The European kingdoms after the fall of Rome conquered and christianised those areas. 

nope then there wouldnt be the catholic  religion or the vatican ..

Sure they did.  The Roman Empire just rebranded, and became the Roman Catholic Church.  The Emperor is alive and well. They just call him the Pope now.

The Germanic peoples (from Latin: Germani) are a category of north European or Northwestern ... The most notable of these has been "Germanicism", which saw Germans especially as direct heirs of a single Europe-conquering "Germanic race" and culture, became a popular narrative in the late 19th-early 20th century ...

Usually because of missionaries, although it must be said that sometimes force was being used, as in the case of the Saxons in Northern Germany (forced by the Franks under Charlemagne) and Baltic people by the Catholic Church and their henchman, the Teutonic Knights.

Ludwig is wrong about the Arians. The Arians were NOT at all fanatical. They were actually tolerant and definitely far more tolerant than the popes. Instead it was the Catholic Church that was fanatical and intolerant in its suppression of people with any different interpretation of the bible (the main reason they kept their followers from reading, a fact fortunately challenged by the Protestants). It was due to them that the Middle East and North Africa were lost for Christianity to the Muslims due to the Catholic and Orthodox persecution of Christians in this region because they did not share the faith of the Trinity. And that is also the only commonality between Arians and Jehovah's witnesses.

nope then there wouldnt be the catholic  religion or the vatican ..

In the polytheistic Germanic tradition, it was possible to worship Jesus next to the native gods like Woden and Thor. Before a battle, a pagan military leader might pray to Jesus for victory, instead of Odin, if he expected more help from the Christian God. The next impulse came from the edge of Europe. Although Ireland had never been part of the Roman Empire, Christianity had come there and developed, largely independently, into Celtic Christianity. The Irish monks had developed a concept of peregrinatio. This essentially meant that a monk would leave the monastery and his Christian country to proselytize among the heathens

People still traveled there didn't they?  There was trade, among other things.

An area doesn't have to be "conquered" to follow a certain religious belief. People migrate to those areas and bring their beliefs with them.