Forty days after the resurrection, Jesus led his disciples out to the Mount of Olives and gave them last minute instructions.
Jesus told them that they should stay in Jerusalem until the Comforter came to them. And after that, Jesus wanted them to go into all the world and preach the good news of the Gospel to every creature. He also promised that He would always be with them, even until the end of the world.
Then He ascended into heaven and disappeared in the clouds.
Two angels appeared and told the disciples, "And when he had spoken these things, while they beheld, he was taken up; and a cloud received him out of their sight. And while they looked stedfastly toward heaven as he went up, behold, two men stood by them in white apparel; Which also said, Ye men of Galilee, why stand ye gazing up into heaven? this same Jesus, which is taken up from you into heaven, shall so come in like manner as ye have seen him go into heaven." Acts 1:9-11
So the disciples returned to Jerusalem and waited, as they were told to do.