IN BRIEF
"We believe in the communion of all the faithful of Christ, those who are pilgrims on earth, the dead who are being purified, and the blessed in heaven, all together forming one Church; and we believe that in this communion, the merciful love of God and his saints is always [attentive] to our prayers" (Paul VI, CPG # 30).
Source: Catechism of the Catholic Church (Vatican.va)