Heaven is a place where good ascend to in the afterlife. It appears to be located on an interdimensional floating island. Cities are carved into mountains on the island. The entrance to Heaven is closed off with a gate and guarded by Angels.
After Stingy Jack passed on, he went to the gates of Heaven. However, after he forced The Devil to promise he would never claim his soul, Jack never mended his sinful ways nor repented. Jack was turned away by Saint Peter.
After Peter Venkman was freed from a Trap by Jiff, he flew upwards to Heaven and tried to get reinforcements from the host of Angels guarding the gate. The Angels turned down Peter as they had to preserve the truce they had with the Demons. Peter flew back to Purgatory and took back his body.
Once Winston Zeddemore sacrificed his life to appease Tiamat and get her to vacate the dimension, he found himself outside the gates of Heaven. Before he could enter Heaven, Winston was stopped by Tiamat. She was not completely pleased and wanted him to choose another sacrifice and live with the consequences. She shoved him away from Heaven back to his body.