I understand that there is a concept of rewards and punishments for those who follow or don't follow the teachings. However, I have been unable to find where an individual goes after death...in other words the concept of a Christian Heaven/Hell so to speak. I read of a resurrection of the dead, but can't find any reference to what that entails and where those who are resurrected will be upon resurrection.
You are correct in assuming that Judaism believes that there is reward and punishment awaiting us after we leave this world. Let me briefly mention a few thoughts:
First of all, you may have noticed the curious fact that the Written Torah (the Bible) contains very little discussion of our post-death destination. The 12th Century Jewish work of philosophy, "The Kuzari," explained that it's left out because "heaven" is a place none of us has ever been and of which we can therefore provide no hard and verifiable evidence. And it is not the way of the Torah, wrote the Kuzari, to present claims that are unverifiable.
So all that we do know about the next world is based on tradition (much of it contained in various volumes of the Oral Torah - i.e., the Talmud, kabbala etc.).
We are told (Talmud, Shabbos 31a) that a soul's accomplishments in this world are tested (we're asked, in essence: how close were you to the expectations God had for you?) and after death, we're faced with an honest and unflinching view of God's relationship with the world, His methods and the potential there was for fulfilling His goals. As perfection is, at best, rare, I would suspect that the tone is often one of regret.
Rabbi Moshe Chaim Luzzato (18th Century Italian scholar) demonstrated the impossibility of satisfying the soul in this finite, mundane world (when teaching this idea, I use the example of fine art and classical music: in great works of art, you can sometimes almost taste an unsatisfied and terrible yearning for something more, something just beyond the artist's grasp. I suspect that might be one reason why so many artists are so depressed because they can almost see it but don't realize it's not really in this world at all...). Either way, given that the soul can never be truly happy here (and assuming that God created it for some benevolent purpose), there MUST be some time and place where it WILL be satisfied. That place, writes Rabbi Luzzato, is the next world, where, in proportion to our worldly merits, we will bask in the infinite warmth of the Divine Presence...something we strive for even now without necessarily knowing it.
One final point: we are taught that the soul isn't prepared to enjoy the Divine Presence until its this-worldly sins have been cleansed and atoned. Of course, it's by far best to do that here through the process of repentance, but the cleansing of what's left is performed in a non-physical "place" you could call Hell. I've been told to think of it as a kind of dry cleaners; just like your suit probably doesn't enjoy its trip to the cleaners, so too the soul. But the ability to come close to the Divine far outweighs the pain.
All this, according to Judaism, is in the realm of the spirit and is entirely independent of anything physical (sources that seem to attribute physical properties to the place our souls go after death â€“ or to the place from which they've come before birth are to be understood in metaphoric terms).
Revival of the (righteous) dead, on the other hand, is a physical reuniting of soul and body that we believe will follow sometime after our earthly, messianic redemption.
Since the soul must go be cleansed or atoned does this mean that ALL souls will go through the cleansing? In other words that everyone will receive the reward of heaven?
I haven't been there lately, but it is my understanding that it's a question of degree: the intensity and number of a person's sins will determine the intensity and length of his cleansing process. Theoretically, I suppose, a person could have lived such a corrupt and nasty life that the equivalent of thousands of years of cleansing may not suffice. Nazi murderers certainly come to mind.
On the flip side, we are taught that what we "take with us" is all we'll ever have, so even once we've gone through the "dry cleaners" for atonement, our subsequent closeness with God's warmth is conditional on our having prepared for it through acts of righteousness in this world. You could even look at it as a simple cause and effect: if you do things here to train yourself to be sensitive to the spiritual, those sensitivities will be available for you there and enable you to fully appreciate and enjoy that closeness.
Another question is the way I understand your explanation of resurrection is that it will be an actual "physical" resurrection and those resurrected will live again here on earth. Since the messiah is an actual physical person, it seems logical that then these righteous will be a part of his physical kingdom. Please correct me if I'm wrong.
This I really don't know and therefore can't tell you. What exactly will happen after messiah's coming will be clear and obvious only once he's here. Right now it's just speculation. We certainly do understand resurrection as a physical experience but exactly when, how and where it will happen I can only hope I'll be around to find out.