It's probably sort of half in, half out. The Door is definitely a pocket dimension of sorts, somewhere in Lei's basement, but I think it's better for the gods to make their first wonders above ground, in a mappable location, given that it's the place from where the gods will start spreading out. 

I imagine it will exist out of phase with the rest of Galbar, though, and be inaccessible to the uninvited. Wanderers to the site will just find Mater Lei's fortress.

ed: there will be portals leading to Lei's pad from elsewhere on the planet, mind, so it will basically exist in several places at once (say, on both major continents).