The fictional land of the Valar in J.R.R. Tolkien’s legendarium is Valinor.
Valinor is a region of Aman, the western continent of Arda, and is the dwelling place of the Valar and many of the Elves. Its name is associated with the Blessed Realm, although Tolkien’s texts make clear that living there does not make every inhabitant literally immortal.
The Two Trees of Valinor, Telperion and Laurelin, illuminate the land before the creation of the Sun and Moon. Their light becomes central to the history of the Silmarils and to the conflicts described in The Silmarillion.
Valinor is not the same as Beleriand, Eriador, or Númenor. Those are separate regions or lands in different periods of Tolkien’s imagined history, while Valinor remains in Aman.