When we accept Jesus as our Lord and Savior, He lives in our hearts and lives by way of the Holy Spirit. He will physically return one day to gather His believers.
2 Corinthians 5:17
1 Thess. 4:16-17
The baptism of the Holy Spirit is a second work after salvation to empower the believer, but is not required to go to Heaven.
1 Corinthians 12:1