Moses 6

 After Adam was taught the first principles and ordinances of the gospel that - 

"...it came to pass, when the Lord had spoken with Adam, our father, that Adam cried unto the Lord, and he was caught away by the Spirit of the Lord, and was carried down into the water, and was laid under the water, and was brought forth out of the water.

65 And thus he was baptized, and the Spirit of God descended upon him, and thus he was born of the Spirit, and became quickened in the inner man.

66 And he heard a voice out of heaven, saying: Thou art baptized with fire, and with the Holy Ghost..."   (Moses 6:64–66)

We have to assume that this was the same for Eve.