The Catechism in Questions & Answers

405. What happens to the church at the return of Christ?

At the return of Christ, one part of the church—namely the bridal congregation (firstlings)—will be caught up to God. It will experience the “marriage” in heaven with Jesus Christ (cf. Revelation 19: 6-7).
The other part of the church will remain on the earth and will have to prove itself in the tribulations to which the Christians remaining on the earth will be exposed (cf. Revelation 12).

Bridal congregation, marriage in heaven: see Questions 214., 251., 402., 562. et seq.

“‘Alleluia! For the Lord God Omnipotent reigns! Let us be glad and rejoice and give Him glory, for the marriage of the Lamb has come, and His wife has made herself ready.”
Revelation 19: 6, 7
“Now when the dragon saw that he had been cast to the earth, he persecuted the woman who gave birth to the male child. [...] And the dragon was enraged with the woman, and he went to make war with the rest of her offspring, who keep the commandments of God and have the testimony of Jesus Christ.”
Revelation 12: 13, 17