During the 40 days after Jesus' resurrection, (being raised from the dead), he appeared to his disciples from time to time. He spoke to them about the kingdom of God.
Once he told them to stay in Jerusalem and wait for the gift he would send them. That gift would be the Holy Spirit. He would live in them and guide them. He would be a Comforter to them. Jesus wanted them to tell everyone on earth that he had died for them. He told them to teach and to baptize those who believed.
After Jesus said this, he was taken up to heaven right in front of their eyes. A cloud hid him from their sight and two angels, who looked like men dressed in white, came and stood beside them.
The angels said, "Why are you looking up in the sky? This same Jesus who has been taken up into heaven will come back some day in the same way you have seen him go into heaven."
We also believe that he will come again.