For those who'd like to know the answer to that per God's Word, and not men's doctrines, the answer is this...
Christ's second coming includes His gathering of His faithful saints, and the start of His and their literal reign on this earth. It begins with Christ's Millennium unto everlasting. The Heavenly is revealed here, on earth (Isaiah 25 about the vail being removed).
Like Apostle Paul said, Christ must reign until all His enemies are made His footstool. That's what the "thousand years" reign of Rev.20 is about. A temple (Millennium Sanctuary) with God's River and the tree of life will be established on earth for that (Ezek.47).
After the Millennium is over, then the full Godhead will live upon this earth with us, forever (Rev.21-22; Ezekiel 48). The Heavenly joined with the earthly is difficult for many to fathom, but that's how God's Word declares His future Eternal Kingdom will manifest. Not up in the clouds, not on Mars, but upon this earth, a renewed earth.