The New Gods live outside of normal time and space in a realm called the Fourth World in the DC Universe.
Long ago, GodWorld was inhabited by the Old Gods. They met their end in a catastrophe that split GodWorld into two planets that became known as Apokolips and New Genesis. Eventually, new life evolved on each of the new planets, including races of humanoid beings. Thus arose the New Gods on both Apokolips and New Genesis. Both planets pursued separate destinies for a long time. New Genesis was a world of peace and beauty, whereas Apokolips was a planet-wide armed camp, ruled by tyranny and dedicated to war.
Notably, Darkseid of Apokolips ignited a lengthy and devastating conflict between the two planets. Eventually, in trying to discover the Anti-Life Equation, the psionic means by which he could control every sentient being in the universe, hostilities between Apokolips and New Genesis continued with Earth as the battlefield.
The New Gods have Immortality, Invulnerability, Super Strength, Super Stamina, Superhuman Reflexes, Superhuman Immunity, and Superhuman Speed. Darkseid was the most powerful of them all.