Angels in Scripture usually are mentioned as having a close connection with heaven. When the Angel of the Lord called Hagar, he called out to her from heaven. When Jacob had his dream in Bethel, he saw a ladder coming down from heaven and angels ascending and descending on it. When the angels finished singing to the shepherds at the birth of Christ, we are told that they went back to heaven. Whenever Jesus spoke of the angels he spoke of the angels in heaven. It was an angel from heaven who rolled away the tomb when Jesus was resurrected.
So what do the angels do when they go back to heaven? As we are learning in the first chapter of Hebrews, they continually worship the one who sits on the throne of God; the one who created them-Jesus Christ, King of Kings and Lord of Lord!!! How could we do any less?