@Frank Apisa,
Generally, gods are seen as supernatural beings and their main function is to explain the creation of nature, of this universe in which we humans live. There are exceptions of course, but if the gods lived on top of Mount Olympus, we'd know it by now. Of course, the gods could live on another planet... They could live on Olympus Mons, Mars...
So of course could Santa Clauss. He does not really live in our north pole... He comes all the way from the north pole of mars...
Either the gods intervene in our lives, and then they are empirically accessible and testable, or they do not intervene, and then they are irrelevant to our lives.