A very important and relevant question amid the daring caliphate declared in the middleeast , the entire world is against them which really amazed me and had the same question as a Muslim too. What I realized after an intensive study is that Jihad is a ongoing obligation in Islam and conquering of infidel lands through Jihad is also an Obligation clearly stated in Sahih Hadith (the most authentic ones). The warfare kind of Jihad is perceived by many of the infidels as persecution but it is just a war to unite all humanity into a single brotherhood erasing all borders , nationalism and tribalism.
Ibn ‘Umar related that the Messenger of Allah, upon whom be peace, said, “I have been ordered to fight the people until they testify that there is no god except Allah, and that Muhammad is the Messenger of Allah, and they establish prayer and pay the zakah. If they do that, their blood and wealth are protected from me save by the rights of Islam. Their reckoning will be with Allah.” (Related by al-Bukhari and Muslim.)”
So yes it does involves the prosecution of Infidels (Non Jew, Non Christian) like pagans, yazidis, or other religion even if spawned from Islam like Alawites,Nusairi etc not explicitly protected by Islam.
The fourth caliph Ali RA had set a big example by actually burning the people of heretic religion like Alawites, Nusairis etc, inspite of Ibn Abbas prohibition on burning people by fire.
Also the prophetic mission of Jihad was started not in Mecca(where he himself was presecuted) but in Madinah , from Madinah the offensive Jihad started which by no source or hadith will ever stop making it an ongoing obligation. Many Muslims will show you verses of Quran which were revelaed in Meccan period to support their stance of not doing Jihad. But the fact is that the meccan period has ended long back and now there is an ongoing obligation on every able Muslim to do Jihad in the way of Allah as stated above and it will continue till the day of Judgement.
Narrated Anas ibn Malik: The Prophet (peace be upon him) said: Three things are the roots of faith: to refrain from (killing) a person who utters, "There is no god but Allah" and not to declare him unbeliever whatever sin he commits, and not to excommunicate him from Islam for his any action; and jihad will be performed continuously since the day Allah sent me as a prophet until the day the last member of my community will fight with the Dajjal (Antichrist). The tyranny of any tyrant and the justice of any just (ruler) will not invalidate it. One must have faith in Divine decree. Abu Dawud 14:2526
Muslims living in western cultures and comfy lifes would hesitate to accept this and in the urge of confirmation bias would try to only present the meccan verses to justify not doing warfare Jihad which does involve presecution.
Warfare has been decreed for you while you hate it; and perhaps you may hate something while it is good for you, and perhaps you may love something while it is bad for you; God knows while you do not know. Quran 2:216
Also as of now there is no treaty of a global Muslim leader with the Non Muslims, hence there is no protection for the infidels(polytheists, idolaters, pagans, disbelievers in the Oneness of Allah):
9:7 How can there be a covenant with Allah and with His Messenger for the Mushrikun (polytheists, idolaters, pagans, disbelievers in the Oneness of Allah) except those with whom you made a covenant near Al-Masjid-al-Haram (at Makkah)? So long, as they are true to you, stand you true to them. Verily, Allah loves Al-Muttaqun (the pious - see V.2:2).
9:8 How (can there be such a covenant with them) that when you are overpowered by them, they regard not the ties, either of kinship or of covenant with you? With (good words from) their mouths they please you, but their hearts are averse to you, and most of them are Fasiqun (rebellious, disobedient to Allah).
Now as it is obligated to fight then one may ask is it allowed to use strategy, take spoils etc in a state of war
The answer is "Yes" in the state of war and "No" otherwise. The western media projects the spoils taken in a war as stealing but the fact is that it is not stealing but what is called as "spoils of war" where the Muslim army wins a battle against the enemy which means all his weapons like humvees, tanks, banks, etc is won by the Muslim army.
And know that whatever ye take as spoils of war, lo! a fifth thereof is for Allah, and for the messenger and for the kinsman (who hath need) and orphans and the needy and the wayfarer, if ye believe in Allah and that which We revealed unto Our salve on the Day of Discrimination, the day when the two armies met. And Allah is Able to do all things.
Abdullah-b-Amr reported that when the Holy Prophet gained a booty, he used to order Bilal who proclaimed among men. Then they used to come with their booties. He used then to take out the one-fifth share therefrom, and divide them (the rest). One day a man arrived after that with a reign of hair and said: O Messenger of Allah! This is what we acquired from the booty. He asked: Have you heard Bilal proclaim thrice? ‘Yes’, said he. Then he said: What prevented you to come therewith? He offered an excuse. He said: Be (so); you will thus come therewith on the Resurrection Day but I shall never accept it from you.