According to the gospels, it’s understood that Jesus Christ ascended to the heavens following His resurrection. On the one hand Jesus is in the heavens, but on the other hand, mysteriously, Jesus is in us as Christians.
The christian life is one of experiencing Christ who lives inside of us. In John 14:20, Jesus revealed that He would eventually live within the believers after His death and resurrection. If He were only far away in the heavens, we would not be able to subjectively experience Him, but because He’s in us, we can.