I am fairly certain that they are in heaven. The following is from the Liturgy of the Hours, Office of Readings for Holy Saturday, describing Christ’s descent among the dead to release those awaiting salvation, specifically Adam and Eve. I don’t think the Church would include this in her liturgy if there were not a firm basis for belief in Adam and Eve’s salvation.
From an ancient homily on Holy Saturday
Something strange is happening — there is a great silence on earth today, a great silence and stillness. The whole earth keeps silence because the King is asleep. The earth trembled and is still because God has fallen asleep in the flesh and he has raised up all who have slept ever since the world began. God has died in the flesh and hell trembles with fear.
He has gone to search for our first parent, as for a lost sheep. Greatly desiring to visit those who live in darkness and in the shadow of death, he has gone to free from sorrow the captives Adam and Eve, he who is both God and the son of Eve. The Lord approached them bearing the Cross, the weapon that had won him the victory. At the sight of him Adam, the first man he had created, struck his breast in terror and cried out to everyone: ‘My Lord be with you all.’ Christ answered him: ‘And with your spirit.’ He took him by the hand and raised him up, saying: ‘Awake, O sleeper, and rise from the dead, and Christ will give you light.’
I am your God, who for your sake have become your son. Out of love for you and your descendants I now by my own authority command all who are held in bondage to come forth, all who are in darkness to be enlightened, all who are sleeping to arise. I order you, O sleeper, to awake. I did not create you to be held a prisoner in hell. Rise from the dead, for I am the life of the dead. Rise up, work of my hands, you who were created in my image. Rise, let us leave this place, for you are in me and I am in you; together we form one person and cannot be separated.
For your sake I, your God, became your son; I, the Lord, took the form of a slave; I, whose home is above the heavens, descended to the earth and beneath the earth. For your sake, for the sake of man, I became like a man without help, free among the dead. For the sake of you, who left a garden, I was betrayed to the Jews in a garden, and I was crucified in a garden.
See on My Face the spittle I received in order to restore to you the life I once breathed into you. See there the marks of the blows I received in order to refashion your warped nature in my image. On My back see the marks of the scourging I endured to remove the burden of sin that weighs upon your back. See my hands, nailed firmly to a tree, for you who once wickedly stretched out your hand to a tree.
I slept on the cross and a sword pierced my side for you who slept in paradise and brought forth Eve from your side. My side has healed the pain in yours. My sleep will rouse you from your sleep in hell. The sword that pierced me has sheathed the sword that was turned against you.
Rise. Let us leave this place. The enemy led you out of the earthly paradise. I will not restore you to that paradise, but I will enthrone you in heaven. I forbade you the tree that was only a symbol of life, but see, I who am life itself am now one with you. I appointed cherubim to guard you as slaves are guarded, but now I make them worship you as God. The throne formed by cherubim awaits you, its bearers swift and eager. The bridal chamber is adorned, the banquet is ready, the eternal dwelling places are prepared, the treasure houses of all good things lie open. The kingdom of heaven has been prepared for you from all eternity.
) by the Church, so you can certainly pray FOR them with the condition that you HOPE they are in purgatory/heaven.