D&C 19

 When the Savior says - 

"...surely every man must repent or suffer, for I, God, am endless.

5 Wherefore, I revoke not the judgments which I shall pass, but woes shall go forth, weeping, wailing and gnashing of teeth, yea, to those who are found on my left hand.

6 Nevertheless, it is not written that there shall be no end to this torment, but it is written endless torment."  (Doctrine and Covenants 19:4–6)

David J. Ridges comments - 

For the most part, the answer is that this punishment and suffering will take place when people who refuse to repent are turned over to Satan to suffer for their own sins. Generally speaking, this takes place while the Millennium is going on upon the earth. We don’t know where Satan is at that time (he is not on earth tempting people (see D&C 101:28), but the wicked will be turned over to him, “thrust down to hell! These are they who shall not be redeemed from the devil until the last resurrection, until the Lord, even Christ the Lamb, shall have finished his work [the end of the Millennium—see D&C 76:84–85; compare with 88:100–1].” Concerning being turned over to Satan to be punished, Bruce R. McConkie teaches that it means to be turned over to Satan “with all the protective power of the priesthood, of righteousness, and of godliness removed so that Lucifer is free to torment, persecute and afflict such a person without let or hindrance.” (Mormon Doctrine, p. 108.)