His Heavens is everything above the Earth. Paul related an experience of when he was caught up into the third heaven.. if there is a third heaven that means there is a second heaven and a first heaven.  The Book of Genesis tells us God created a firmament that was called heaven.

The first heaven is the air that we breathe ,where the birds fly, and the airplanes fly, up to the firmament itself.  The second heaven is the firmament; the stars the sun and the moon are in the firmament. The wandering stars have lost their place in the synchronized procession of  the firmament of heaven. The third heaven is above the firmament, where is the throne of God.

Gen. 1:1-8

[1] In the beginning God created the heaven and the earth.
[2] And the earth was without form, and void; and darkness was upon the face of the deep. And the Spirit of God moved upon the face of the waters.
[3] And God said, Let there be light: and there was light.
[4] And God saw the light, that it was good: and God divided the light from the darkness.
[5] And God called the light Day, and the darkness he called Night. And the evening and the morning were the first day.
[6] And God said, Let there be a firmament in the midst of the waters, and let it divide the waters from the waters.
[7] And God made the firmament, and divided the waters which were under the firmament from the waters which were above the firmament: and it was so.
[8] And God called the firmament Heaven. 

2 Cor. 12:1-9

[1] It is not expedient for me doubtless to glory. I will come to visions and revelations of the Lord.
[2] I knew a man in Christ above fourteen years ago, (whether in the body, I cannot tell; or whether out of the body, I cannot tell: God knoweth;) such an one caught up to the third heaven.
[3] And I knew such a man, (whether in the body, or out of the body, I cannot tell: God knoweth;)
[4] How that he was caught up into paradise, and heard unspeakable words, which it is not lawful for a man to utter.
[5] Of such an one will I glory: yet of myself I will not glory, but in mine infirmities.
[6] For though I would desire to glory, I shall not be a fool; for I will say the truth: but now I forbear, lest any man should think of me above that which he seeth me to be, or that he heareth of me.
[7] And lest I should be exalted above measure through the abundance of the revelations, there was given to me a thorn in the flesh, the messenger of Satan to buffet me, lest I should be exalted above measure.
[8] For this thing I besought the Lord thrice, that it might depart from me.
[9] And he said unto me, My grace is sufficient for thee: for my strength is made perfect in weakness. Most gladly therefore will I rather glory in my infirmities, that the power of Christ may rest upon me.

Deut. 10:14

[14] Behold, the heaven and the heaven of heavens is the LORD's thy God, the earth also, with all that therein is.

1Kings 8:27

[27] But will God indeed dwell on the earth? behold, the heaven and heaven of heavens cannot contain thee; how much less this house that I have builded?

Psa. 148:1-6

[1] Praise ye the LORD. Praise ye the LORD from the heavens: praise him in the heights.
[2] Praise ye him, all his angels: praise ye him, all his hosts.
[3] Praise ye him, sun and moon: praise him, all ye stars of light.
[4] Praise him, ye heavens of heavens, and ye waters that be above the heavens.
[5] Let them praise the name of the LORD: for he commanded, and they were created.
[6] He hath also stablished them for ever and ever: he hath made a decree which shall not pass.

The First Heaven

The first heaven is the air that we breathe, where the clouds are, where the birds fly, and the airplanes fly, up to the firmament itself.  

Luke 4:25

[25] But I tell you of a truth, many widows were in Israel in the days of Elias, when the heaven was shut up three years and six months, when great famine was throughout all the land;

The Second Heaven (The Firmament)

The second heaven is the firmament; the stars the sun and the moon are in the firmament. The wandering stars have lost their place in the synchronized procession of  the firmament of heaven.   

This firmament contains the vast waters above, -- not clouds but like a massive sea.

The firmament is a physical barrier and structure. It divides the waters that are above it from the waters that are beneath it.

Gen. 1:1-8

[1] In the beginning God created the heaven and the earth.
[2] And the earth was without form, and void; and darkness was upon the face of the deep. And the Spirit of God moved upon the face of the waters.
[3] And God said, Let there be light: and there was light.
[4] And God saw the light, that it was good: and God divided the light from the darkness.
[5] And God called the light Day, and the darkness he called Night. And the evening and the morning were the first day.
[6] And God said, Let there be a firmament in the midst of the waters, and let it divide the waters from the waters.
[7] And God made the firmament, and divided the waters which were under the firmament from the waters which were above the firmament: and it was so.
[8] And God called the firmament Heaven. And the evening and the morning were the second day.

The firmament has windows.

Gen.7:11-12

[11] In the six hundredth year of Noah's life, in the second month, the seventeenth day of the month, the same day were all the fountains of the great deep broken up, and the windows of heaven were opened.
[12] And the rain was upon the earth forty days and forty nights.

The firmament has doors, too.

Psa. 78:19-25

[19] Yea, they spake against God; they said, Can God furnish a table in the wilderness?
[20] Behold, he smote the rock, that the waters gushed out, and the streams overflowed; can he give bread also? can he provide flesh for his people?
[21] Therefore the LORD heard this, and was wroth: so a fire was kindled against Jacob, and anger also came up against Israel;
[22] Because they believed not in God, and trusted not in his salvation:
[23] Though he had commanded the clouds from above, and opened the doors of heaven,
[24] And had rained down manna upon them to eat, and had given them of the corn of heaven.
[25] Man did eat angels' food: he sent them meat to the full.

Psa. 19:1-6

[1] The heavens declare the glory of God; and the firmament sheweth his handywork.
[2] Day unto day uttereth speech, and night unto night sheweth knowledge.
[3] There is no speech nor language, where their voice is not heard.
[4] Their line is gone out through all the earth, and their words to the end of the world. In them hath he set a tabernacle for the sun,
[5] Which is as a bridegroom coming out of his chamber, and rejoiceth as a strong man to run a race.
[6] His going forth is from the end of the heaven, and his circuit unto the ends of it: and there is nothing hid from the heat thereof.

Isa. 40:13-22

[13] Who hath directed the Spirit of the LORD, or being his counseller hath taught him?
[14] With whom took he counsel, and who instructed him, and taught him in the path of judgment, and taught him knowledge, and shewed to him the way of understanding?
[15] Behold, the nations are as a drop of a bucket, and are counted as the small dust of the balance: behold, he taketh up the isles as a very little thing.
[16] And Lebanon is not sufficient to burn, nor the beasts thereof sufficient for a burnt offering.
[17] All nations before him are as nothing; and they are counted to him less than nothing, and vanity.
[18] To whom then will ye liken God? or what likeness will ye compare unto him?
[19] The workman melteth a graven image, and the goldsmith spreadeth it over with gold, and casteth silver chains.
[20] He that is so impoverished that he hath no oblation chooseth a tree that will not rot; he seeketh unto him a cunning workman to prepare a graven image, that shall not be moved.
[21] Have ye not known? have ye not heard? hath it not been told you from the beginning? have ye not understood from the foundations of the earth?
[22] It is he that sitteth upon the circle of the earth, and the inhabitants thereof are as grasshoppers; that stretcheth out the heavens as a curtain, and spreadeth them out as a tent to dwell in:

Job 37:14-18

[14] Hearken unto this, O Job: stand still, and consider the wondrous works of God.
[15] Dost thou know when God disposed them, and caused the light of his cloud to shine?
[16] Dost thou know the balancings of the clouds, the wondrous works of him which is perfect in knowledge?
[17] How thy garments are warm, when he quieteth the earth by the south wind?
[18] Hast thou with him spread out the sky, which is strong, and as a molten looking glass?

Job 26:6-11

[6] Hell is naked before him, and destruction hath no covering.
[7] He stretcheth out the north over the empty place, and hangeth the earth upon nothing.
[8] He bindeth up the waters in his thick clouds; and the cloud is not rent under them.
[9] He holdeth back the face of his throne, and spreadeth his cloud upon it.
[10] He hath compassed the waters with bounds, until the day and night come to an end.
[11] The pillars of heaven tremble and are astonished at his reproof.

Psa. 104:1-7

[1] Bless the LORD, O my soul. O LORD my God, thou art very great; thou art clothed with honour and majesty.
[2] Who coverest thyself with light as with a garment: who stretchest out the heavens like a curtain:
[3] Who layeth the beams of his chambers in the waters: who maketh the clouds his chariot: who walketh upon the wings of the wind:
[4] Who maketh his angels spirits; his ministers a flaming fire:
[5] Who laid the foundations of the earth, that it should not be removed for ever.
[6] Thou coveredst it with the deep as with a garment: the waters stood above the mountains.
[7] At thy rebuke they fled; at the voice of thy thunder they hasted away.

Amos 9:1-6

[1] I saw the LORD standing upon the altar: and he said, Smite the lintel of the door, that the posts may shake: and cut them in the head, all of them; and I will slay the last of them with the sword: he that fleeth of them shall not flee away, and he that escapeth of them shall not be delivered.
[2] Though they dig into hell, thence shall mine hand take them; though they climb up to heaven, thence will I bring them down:
[3] And though they hide themselves in the top of Carmel, I will search and take them out thence; and though they be hid from my sight in the bottom of the sea, thence will I command the serpent, and he shall bite them:
[4] And though they go into captivity before their enemies, thence will I command the sword, and it shall slay them: and I will set mine eyes upon them for evil, and not for good.
[5] And the Lord GOD of hosts is he that toucheth the land, and it shall melt, and all that dwell therein shall mourn: and it shall rise up wholly like a flood; and shall be drowned, as by the flood of Egypt.
[6] It is he that buildeth his stories in the heaven, and hath founded his troop in the earth; he that calleth for the waters of the sea, and poureth them out upon the face of the earth: The LORD is his name.

Hag. 2:6

[6] For thus saith the LORD of hosts; Yet once, it is a little while, and I will shake the heavens, and the earth, and the sea, and the dry land;

Heb. 12:23-29

[22] But ye are come unto mount Sion, and unto the city of the living God, the heavenly Jerusalem, and to an innumerable company of angels,
[23] To the general assembly and church of the firstborn, which are written in heaven, and to God the Judge of all, and to the spirits of just men made perfect,
[24] And to Jesus the mediator of the new covenant, and to the blood of sprinkling, that speaketh better things than that of Abel.
[25] See that ye refuse not him that speaketh. For if they escaped not who refused him that spake on earth, much more shall not we escape, if we turn away from him that speaketh from heaven:
[26] Whose voice then shook the earth: but now he hath promised, saying, Yet once more I shake not the earth only, but also heaven.
[27] And this word, Yet once more, signifieth the removing of those things that are shaken, as of things that are made, that those things which cannot be shaken may remain.
[28] Wherefore we receiving a kingdom which cannot be moved, let us have grace, whereby we may serve God acceptably with reverence and godly fear:
[29] For our God is a consuming fire.

John 1:47-51

[47] Jesus saw Nathanael coming to him, and saith of him, Behold an Israelite indeed, in whom is no guile!
[48] Nathanael saith unto him, Whence knowest thou me? Jesus answered and said unto him, Before that Philip called thee, when thou wast under the fig tree, I saw thee.
[49] Nathanael answered and saith unto him, Rabbi, thou art the Son of God; thou art the King of Israel.
[50] Jesus answered and said unto him, Because I said unto thee, I saw thee under the fig tree, believest thou? thou shalt see greater things than these.
[51] And he saith unto him, Verily, verily, I say unto you, Hereafter ye shall see heaven open, and the angels of God ascending and descending upon the Son of man.

The sun, the moon, and the stars are all within the firmament.

The firmament is above the earth and it is also connected to the earth.  

Heaven (the firmament ) and earth are connected -- physically.

The Third Heaven

The third heaven is above the firmament, where is the throne of God.

Ex. 24:9-10

[9] Then went up Moses, and Aaron, Nadab, and Abihu, and seventy of the elders of Israel:
[10] And they saw the God of Israel: and there was under his feet as it were a paved work of a sapphire stone, and as it were the body of heaven in his clearness.

 Ezek. 1:22-28

[22] And the likeness of the firmament upon the heads of the living creature was as the colour of the terrible crystal, stretched forth over their heads above.
[23] And under the firmament were their wings straight, the one toward the other: every one had two, which covered on this side, and every one had two, which covered on that side, their bodies.
[24] And when they went, I heard the noise of their wings, like the noise of great waters, as the voice of the Almighty, the voice of speech, as the noise of an host: when they stood, they let down their wings.
[25] And there was a voice from the firmament that was over their heads, when they stood, and had let down their wings.
[26] And above the firmament that was over their heads was the likeness of a throne, as the appearance of a sapphire stone: and upon the likeness of the throne was the likeness as the appearance of a man above upon it.
[27] And I saw as the colour of amber, as the appearance of fire round about within it, from the appearance of his loins even upward, and from the appearance of his loins even downward, I saw as it were the appearance of fire, and it had brightness round about.
[28] As the appearance of the bow that is in the cloud in the day of rain, so was the appearance of the brightness round about. This was the appearance of the likeness of the glory of the LORD. And when I saw it, I fell upon my face, and I heard a voice of one that spake.

 Rev. 4:1-6

[1] After this I looked, and, behold, a door was opened in heaven: and the first voice which I heard was as it were of a trumpet talking with me; which said, Come up hither, and I will shew thee things which must be hereafter.
[2] And immediately I was in the spirit: and, behold, a throne was set in heaven, and one sat on the throne.
[3] And he that sat was to look upon like a jasper and a sardine stone: and there was a rainbow round about the throne, in sight like unto an emerald.
[4] And round about the throne were four and twenty seats: and upon the seats I saw four and twenty elders sitting, clothed in white raiment; and they had on their heads crowns of gold.
[5] And out of the throne proceeded lightnings and thunderings and voices: and there were seven lamps of fire burning before the throne, which are the seven Spirits of God.
[6] And before the throne there was a sea of glass like unto crystal: and in the midst of the throne, and round about the throne, were four beasts full of eyes before and behind.