Depends on what you're trying to accomplish.
If you want to try to stay completely religion-free (not sure why you would want that, but ...), your only option is to DOW anyone who sends missionaries and apostles in your direction, and kill them as they appear -- essentially the same option you had in Civ V.
If you want to control what religion(s) take root in your empire (i.e., you want this religion and not that religion), you have to wait for your desired religion to spread to one of your cities. Once a religion is majority in one of your cities, if you have a holy site and a shrine in that city, you can buy missionaries in that city to keep spreading that religion to more of your cities. Once you have a temple in that city, you can pump out apostles.
