Yes they are on this planet. Its mentioned in surah al kahf from verse 93 onwards about how zulqarnain passed through a place where the people complained of mischief makers on land. I posted the translations of the verse, hope this clears out

until he reached ˹a pass˺ between two mountains. He found in front of them a people who could hardly understand ˹his˺ language. 18:93

They pleaded, “O Ⱬul-Qarnain! Surely Gog and Magog¹ are spreading corruption throughout the land. Should we pay you tribute, provided that you build a wall between us and them?”   18:94

He responded, “What my Lord has provided for me is far better. But assist me with resources, and I will build a barrier between you and them. 18:95

Bring me blocks of iron!” Then, when he had filled up ˹the gap˺ between the two mountains, he ordered, “Blow!” When the iron became red hot, he said, “Bring me molten copper to pour over it.”  18:96

And so the enemies could neither scale nor tunnel through it.    18:97

He declared, “This is a mercy from my Lord. But when the promise of my Lord comes to pass, He will level it to the ground. And my Lord’s promise is ever true.”  18:98

On that Day, We will let them¹ surge ˹like waves˺ over one another. Later, the Trumpet will be blown,² and We will gather all ˹people˺ together. 18:99