Afterlife was created by Jiaying as a sanctuary for inhumans, a place where they'd be protected and hidden from humanity. The exact location of Afterlife is unknown, but Lincoln mentioned that Afterlife's official name is Chinese thus it's assumed to be somewhere in China. Only Gordon and Jiaying know Afterlife's exact location. Any contact with the outside world is prohibited at Afterlife; if a person wants to send a message to someone, they'd have to ask Gordon permission first. Furthermore, the main way people arrive and exit Afterlife is with Gordon's teleportation.