The church will not be in the Millennium because the time for her descent from heaven as the bride of Christ has not yet come (see Revelation 21-22). In addition, the redemption work of Christ with mankind has not been completed yet. He will fulfill it at the end of His millennial kingdom reign. At that time He will carry out His promise for the church, which is to be one with her forever and ever. Therefore, the wedding of Christ and the church will take place in the new earth (please read Revelation 21:1-2, 9-11, 22-23). This new earth is our current earth, that will be restored with fire (2 Peter 3:7-13).
1 Corinthians 15:24-28 describes the last work that the Lord Jesus will do before He unites with the church as one. "Then comes the end, when He delivers the kingdom to God the Father, when He puts an end to all rule and all authority and power. For He must reign till He has put all enemies under His feet. The last enemy that will be destroyed is death. For ‘He has put all things under His feet.' But when He says ‘all things are put under Him,' it is evident that He who put all things under Him is excepted. Now when all things are made subject to Him, then the Son Himself will also be subject to Him who put all things under Him, that God may be all in all." Jesus will deliver His kingdom to God the Father, and, as the Son, will subject Himself to His Father, that God may be all in all. "And He said to me, ‘IT IS DONE! I am the Alpha and the Omega, the Beginning and the End'" (vs. 21:6). The church will be in the New Jerusalem, the holy city, the tabernacle of God, which will be located in the new earth. After the rapture, the church will be in heaven, before the throne of God (represented by the 24 elders), up to the time when she descends with God as the bride of Christ to the new earth. All of this will occur in the New Jerusalem, where the throne of God the Father, with His angels, will also be (vss. 21:3, 22-23, 22:1-3).
Revelation 21:3-4, 24-26 describes the place that all the other saved nations (those who come from the Millennium) will be. They will not be part of the New Jerusalem, but will be around it. God will be their God, and they will be His people.