Emperor Palpatine returns in Star Wars: The Rise of Skywalker, but neither Rey nor Kylo Ren fully learn what he has been doing in the thirty years since his death. Released intermittently over the course of 42 years, the Skywalker saga's storyline spans 67 years in-universe, covering the lives of three generations of the Skywalker family. However, the wider Star Wars universe is vast, and much of its history takes place on the order of tens of thousands of years, especially in the formerly-official Star Wars Legends continuity. Emperor Palpatine, in spanning the film franchise and channeling eons of Sith legacy, bridges these two timescales.
The first two films of the sequel trilogy present Supreme Leader Snoke and Kylo Ren as the primary antagonists, but after Snoke's death in Star Wars: The Last Jedi, a power vacuum opens in the First Order that Ren looks poised to fill. However, it is then revealed by The Rise of Skywalker in 2019 that, in spite of his apparent death at the Battle of Endor, a revived Darth Sidious had been controlling the workings of the First Order for decades, although his specific actions aren't elaborated upon in the film.
As he hurtled toward the core of the Death Star II at the close of Return of the Jedi, Palpatine used his formidable control of the Force to throw his spirit across the galaxy to Exegol, where his followers in the Sith Eternal had prepared a cloned body for him to inhabit. The scheming paranoia necessary to take such a precaution is characteristic of the Sith mindset, but the laboratory on Exegol was more of a backup plan than anything, so Sidious didn't immediately take any further steps following Darth Vader's betrayal. He did, however, become preoccupied with the faults of his new form, which began to deteriorate under the weight of his evil.
In seeking a way to stabilize their master's condition, the Sith Eternal produced many more failed clone bodies over the course of years, but in doing so, accidentally created a functional, but non-Force-sensitive, one. This "son" would go on to father Rey, whom Palpatine would come to view as the key to achieving immortality. Inert copies of Snoke, who had been created by Palpatine decades before, were also stored in the facility, showing the Supreme Leader's importance to Palpatine's plan. It was alongside Snoke's more direct influence that Sidious remotely pushed Kylo Ren to the dark side.
Palpatine's death-defying escape from the Death Star II was nearly instantaneous, his spirit arriving on Exegol before his physical form was even destroyed. So, in a sense, because the cloned body was created by the Sith Eternal on Exegol, it could be said that the version of Sidious seen in Star Wars: The Rise of Skywalker had never left the planet. But while he was physically waiting on Exegol for decades, someone as devious as Palpatine could certainly be counted on to use that time to spread his eldritch influence across the galaxy.