The realm west of Middle-earth where the Valar dwell in Tolkien’s mythology is Valinor.
Valinor is a land within Aman, the great continent west of Middle-earth. It is home to the Valar and many Elves, and it contains places such as Valimar, the city of the Valar, and the hill of Túna, where Tirion stands. The Two Trees of Valinor once illuminated the land before their destruction by Morgoth and Ungoliant.
Aman is the broader geographical region, while Valinor is the part associated specifically with the dwelling of the Valar and the blessed lands. This distinction is a common source of confusion. After the changing of the world, the Undying Lands could no longer be reached by ordinary sailing from Middle-earth, although the Elves were permitted to depart by the Straight Road. Valinor is therefore not simply another name for all of Aman.