Some are in Heaven, some have been judged worthy but are still impure. They are in purgatory and are who we say rosaries for. Some are still on Earth and haven’t been judged yet. And some are in Hell.
As Elf said, there are two judgments. There is the particular judgment, which is what happens when we die. This is when our particular outcome is determined. If we are saved but still have attachment to sin, we go to Purgatory for a while until we are purified. Then we enter Heaven. If we are judged unworthy, we go to Hell. Then there is the general judgment. This is what happens at the end of time when the outcome of each person is made known to all, and the full ramifications of our life choices is made known to us. This is what’s spoken about, with God coming to judge us at the end of time.
There is clear evidence from the Bible, particularly Revelations, that the souls of the saved are already in Heaven, as they are clearly shown interacting with God even though the final judgment has not occurred.