Our three-dimensional space is curved, say, like the surface of a balloon--except that the surface of a balloon is two-dimensional while space is three-dimensional.
Now imagine you have an inflated balloon. Draw two circles, an inch in diameter, on opposite sides, one red and one blue. Put your left thumb in the middle of the red circle and your right thumb in the middle of the blue circle. Press the thumbs towards each other, until they meet, with two layers of rubber between them. The balloon now looks kind of like a donut, but with no hole all the way through. Imagine now that you press so hard that the two layers of rubber between your thumbs coalesce into a single layer of rubber.
Now the single layer of rubber between your thumbs is at the center of the red circle and at the center of the blue circle. We can think of each circle as defining a place, and the coalesced rubber inside it is found in both of these places.
Replace the red circle with a drawing of a church and the blue circle with a drawing of heaven. The same coalesced layer of rubber is both inside (a drawing of) a church and inside (a drawing of) heaven. Suppose now that the rubber is infinitely thin, and that there is a space that coincides with this rubber, and little two-dimensional people, animals, plants and other objects inhabiting this space, much as in Abbott’s novel Flatland . Suppose that the pictures of the church and heaven are replaced with two-dimensional realities. Then the space of the church and the space of heaven literally overlap, so that there is a place that is located in both. An object found in that place will be literally and physically located both in the church and in heaven. In one sense, that object is physically located in two places at once. In another sense, it is located in a single place, but that single place is simultaneously located both in heaven and in the church.
There is no serious additional conceptual difficulty in three-dimensional space curving in on itself similarly.
(This is largely taken from a forthcoming piece by Beckwith and Pruss.)