When we receive the Holy Spirit in baptism, does that mean that the Holy Spirit is physically located inside of us?
There is a sense in which the Holy Spirit indwells us as embodied human persons, but this should not be understood to mean that the Holy Spirit is “inside” us in the same way that water can be inside a jar. The Holy Spirit is pure spirit. He does not occupy space in the way that physical objects do. Rather his presence is indeed real but wholly spiritual.
What Spirits Are and What They Aren’t** by Frank Sheed