Jesus taught that He is the only way to salvation. Christians believe this. Therefore, if we believe the claims of Jesus, we don't think there is "another" way. That renders all other religions, which teach something contrary to what Jesus said, incorrect.
Here is an illustration: when Noah was on earth there was lot's of different religions, Noah was called a preacher of righteousness. So he was preaching to people who said, what makes you think you are right? So he told them why. Then he said I have been told by God to build a boat.
The whole earth is to be flooded and every living thing will die. So if you want to survive you have to get on the boat.
They said how can one way be right or wrong and why does he think he knows the way? Everyone believed them. One day God said, "go on the boat and stay there" Then God sealed the door.
The rain came down and they pounded on the door but it was sealed.
So my guess is their religion was false. Because they all drowned.
There are false religions... Matthew 24:3 - 5 says " While he was sitting upon the Mount of Olives, the disciples approached him privately, saying: “Tell us, When will these things be, and what will be the sign of your presence and of the conclusion of the system of things?”
And in answer Jesus said to them: “Look out that nobody misleads YOU; for many will come on the basis of my name, saying, ‘I am the Christ,’ and will mislead many.
Some religions says that Christ is with them but in they do not truly follow his rules but instead, they make their own traditions or follow Pagan activities.