I believe they're without the one Universe and at very great distances from one another. Think about it, we can't even comprehend going further than our galaxy at light speed. It would just be such a long journey that it's impossible. It would take billions of years just to go through all the possible habitable zones in our galaxy. The entire plot of the Star Trek tv series happened in one galaxy.
In Mortal Kombat you can just travel between those places like through a Stargate.
