Read sometime what the Bible actually says about heaven. It has a north, south, east and west. Trees and other plants grow there. There is at least new city with walls, gates, building, streets, etc. Beings live there including angels, still living humans (like Enoch and Elijah), and God Himself. There are books, scrolls, thrones, crowns, stones, jewels, and other items listed as existing there. And is it promised that someday all those who are "saved" while enter heaven in their bodies. So it must have some kind of a physical reality.
It exist, however, in a different "realm". This is something any thinking person would understand. We see different "realms" everyday. We function in a physical realm were we see, touch, feel, interact, and control physical objects around us. There are rules that govern that realm which can be measured and explained by science. But there is also a mental realm. This realm is not governed by the laws of physics. It is possible in my mind to be in modern day New York one moment, and ancient Egypt a second later. Simply by though. We would not expect the mental realm to be limited by physical rules.
There is also a realm of the "spirit". The rules that govern that realm are not limited by either physical or mental rules. It can do things, not only beyond the physical, but (as Paul says in 1 Corinthians) beyond what we can even ask or think. In that realm, a physical body is able to do things that are not possible in the physical realm. At His resurrection, He got out of the grave clothes that had bound him like a mummy without unwrapping or disturbing the cloth. Impossible. After his resurrection, Jesus appeared inside a locked room. He either "walked through the walls" or he "teleported" into the room. Impossible. He appeared to some disciples at the tomb in Jerusalem, then to disciples on the road to Emmaus - talking with them and eating dinner with them, then was back in Jerusalem that same evening. Physically impossible. But after his resurrection, He was no longer bound by physical laws.
When He ascended to heaven, his body did go with him. He passed from this realm to the spiritual realm. How? I can not explain the physics of it. I can not explain how a thought works, or why a human has intelligence, but that does not make those things non-existence or fake. It just means that I do not (yet) understand the process. Closest analogue I know of to it is that he moved into another dimension - that of the spirit.
Take a minute and read 1 Corinthians chapter 15. (I know, it is long. A whole 58 verses. So it might actually take you 3-4 minutes. But you will survive it.) Paul explains all about the resurrection, the changes that happen to a physical body at resurrection, and the differences between a natural and a physical body.
When you take the time to actually read the book (not just a sentence or two) you will find that all the answers are there for questions like this. You just have to have the courage and intellectual honesty to be willing to look for them.