This is the Progressive forum (I am moderate not progressive)... and so I am not sure what the progressive position on this is - but it might be the same as the official SDA version below.. so just in case it is.
If the progressives do not have this view then you can go to the conservative SDA forum to see it - and I assume this post will be removed. (Anyway not sure what the situation is so I am being optimistic in posting this response at this point)
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Anyone can visit and the Sabbath School Bible study that is before the church service is interactive discussion about the Bible lesson for the week. It is highly unlikely anyone will mention what happens during the millennium (unless the sermon happens to be on that topic). at church but I am happy to discuss it.
The teaching the SDA denomination has on it comes from this.
1. John 14:1-3 - Jesus said "I will come again and receive you to myself". He goes to His Father to prepare a place for us - many dwelling places in heaven are there currently, He comes to get the saints.
2. Matt 24: Great tribulation, then immediately after the tribulation - signs in the sky, then people see Jesus coming, .. then the rapture where Angels gather people who are in the sky.
21 For then there will be a great tribulation, such as has not occurred since the beginning of the world until now, nor ever will again. 22 And if those days had not been cut short, no life would have been saved; but for the sake of the elect those days will be cut short. 23 Then if anyone says to you, ‘Behold, here is the Christ,’ or ‘He is over here,’ do not believe him. 24 For false christs and false prophets will arise and will provide great signs and wonders, so as to mislead, if possible, even the elect. 25 Behold, I have told you in advance. 26 So if they say to you, ‘Behold, He is in the wilderness,’ do not go out; or, ‘Behold, He is in the inner rooms,’ do not believe them. 27 For just as the lightning comes from the east and flashes as far as the west, so will the coming of the Son of Man be. 28 Wherever the corpse is, there the vultures will gather.
The Glorious Return
29 “But immediately after the tribulation of those days the sun will be darkened, and the moon will not give its light, and the stars will fall from the sky, and the powers of the heavens will be shaken. 30 And then the sign of the Son of Man will appear in the sky, and then all the tribes of the earth will mourn, and they will see the Son of Man coming on the clouds of the sky with power and great glory. 31 And He will send forth His angels with a great trumpet blast, and they will gather together His elect from the four winds, from one end of the sky to the other.
People are "in the sky" because of the rapture described in 1 Thess 4:13-18. Matt 24 is describing the 2nd coming which is the rapture.
1 Thess 4:13-18
13 But we do not want you to be uninformed, brothers and sisters, about those who are asleep, so that you will not grieve as indeed the rest of mankind do, who have no hope. 14 For if we believe that Jesus died and rose from the dead, so also God will bring with Him those who have fallen asleep through Jesus. 15 For we say this to you by the word of the Lord, that we who are alive and remain until the coming of the Lord will not precede those who have fallen asleep. 16 For the Lord Himself will descend from heaven with a shout, with the voice of the archangel and with the trumpet of God, and the dead in Christ will rise first. 17 Then we who are alive, who remain, will be caught up together with them in the clouds to meet the Lord in the air, and so we will always be with the Lord. 18 Therefore, comfort one another with these words.
Jesus takes the saints to heaven at the second coming event (second coming is just John 14 " I will come again") - He receives the saints (rapture) and takes them to heaven.