Nobody knows, but there are clues in anecdotal accounts of those who are said to have ventured beyond. These accounts are nearly taken as fiction, although stated by the authors as fact. You can find the accounts in the Holes near the poles article.
Through the northern hole we have another similar world with a different type of Sun, much larger lifeforms, giant people, and 24-hour daylight. Both holes and at least one cave in the Amazon jungle are supposed to connect to this world.
24-hour daylight means that the other world isn’t the convex side of the Earth, yet the two poles are connected. In a physical 3D model of the universe, maybe the Earth and the giant world are like neurons of a brain and that there are lots of other neurons all connected to each other with magnetic current (aether) flowing through the whole system.
The 3D model may be the wrong way to look at this. It could be that the holes near the poles are vortices which act as inter-dimensional portals. Invisible vortices could also exist naturally elsewhere throughout the Earth, but the poles would contain the biggest two, and not all portals connect to the giant world. For example, supposedly four American girls in 1972 found themselves driving into another world inhabited by non-humans who drove electric car-like vehicles – Gadianton Canyon. There are plenty of anecdotal stories of time anomalies, unknown landscapes and lots of other glitches to give this idea some credence. The giants living in the world through the Amazon cave said to the Indians left behind that they could live in the giant world after they die. This points to another-dimensional aspect, rather than a physical rock-Swiss-cheese model that the Nazis had envisaged.
The deepest hole is the Kola Superdeep Borehole dug by the Russians. They got to 12,262 metres before they could grind no further due to the rock becoming considerably hotter (180 °C) and more plastic-like, i.e. the rock flowed back into the hole when the drill bit was taken out.
The Kola Borehole now capped.
William Morgen (Etidorpha) ventured deep underground and did not experience treacle rock or a hotter atmosphere, but a world between death and life or a quasi-spirit world instead. On reaching this state of being he was able to appear to the publisher of the book at will and become invisible as well. This again points to an inter-dimensional aspect, rather than a physical “I-am-here-and-you-are-there” universe. Is the spirit world the aether fluid between the synapses, or is that analogy too primitive when attempting an inter-dimensional model? Perhaps a virtual world existing on a computer server might be a slightly better example? I don’t know to be honest.