When people die, do they go directly go to heaven or hell until judgement day?

When a person dies. Where will their soul go? As judgement day is known by Allah Almighty and what I have read, after day of judgement a person will go to either hell or paradise. **But what happens until then**? What about people who have died last decade of even century ago? What does Qur'an say about that? Are they in heaven or hell or still in the grave or some other place?