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The word church primarily refers to the local congregation. Ekklesia is translated directly as "assembly".

>Hebrews 10:23-25 NASB — Let us hold fast the confession of our hope without wavering, for He who promised is faithful; and let us consider how to stimulate one another to love and good deeds, not forsaking our own assembling together, as is the habit of some, but encouraging one another; and all the more as you see the day drawing near.

The Bible instructs you to physically assemble with fellow believers in the local church.
Christianity is a corporate religion.