The Rapture and the Tribulation:
From the moment of the Rapture, the Church will depart from the Earth and with it the age of the indwelling of the Holy Spirit, the great restrainer (2 Thessalonians 2:7). This will usher in a period of time where the Lord God will once again deal directly with Israel through signs, wonders, and judgement. Through the Tribulation, God will speak and work just as He did throughout the Old Testament. Believers will once again, hold tight to their salvation, for they will not be indwelt with the Holy Spirit. Faith comes by hearing (not seeing). It does not take much faith when angels are flying overhead and speaking to the inhabitants of the earth, when demonic forces are tormenting and being released from the bottomless pit; when supernatural prophecy is coming true right in front of your eyes, that is seeing not faith.
Tribulation Saints are exhorted several times to remain faithful and keep the Commandments to the end so they do not lose their salvation. They will be given a portion of the Holy Spirit but will have to be obedient and faithful to retain their position. (I invite you to study the subject of Post Church Salvation by Jack Kelley) These are the Bridesmaids in the Parable, all are given a measure of oil (the Holy Spirit) at the time of their salvation but they did not endure to the Second Coming.
Keep in mind, that the Tribulation is God's dealing directly with Israel. What happens to the rest of the world is secondary, the age of the Gentiles will be finished and they are once again outside of the focus of the Lord. That's another harsh truth to the replacement theology folks but one needs only to read the words to discover it is truth.
The Millennial Kingdom is ushered in when the Lord descends from Heaven and touches down on the Mount of Olives (Zechariah 14). The Tribulation Martyrs come back with the Lord, I believe they are the army he brings back with Him in Revelation 19:14. He will set up His Kingdom here on Earth, abiding in the Jerusalem Temple. There will be no prophets during this time, (Zechariah 13:3) for the Lord will deal directly with the people. They will worship him with a shadow of Old Testament sacrifice as indicated in Ezekiel 45-46. The Tribulation Martyrs will serve in the new Temple (Rev. 7:14-15) and rule with the Lord on the Earth during the Millennial reign (Rev. 20:4-6).
If you'd like to explore this subject in depth, I'd invite you to look at the Millennial Bible Study in the above tab.