Jesus is currently in Heaven with God. However, one day he will return to the Earth to set up and become King over God’s Kingdom. He will judge everybody who has ever lived to decide whether they will be in God’s Kingdom. No one knows when this day will be, so we need to be prepared at all times for his return.
“[God] has appointed a day on which He will judge the world in righteousness by the Man whom He has ordained. He has given assurance of this to all by raising Him from the dead” -Acts 17:31