All that we know about them is that which is stated in the second chapter of Matthew. They came from the east and returned there. From just where in the east they came is not known nor do we know how it is that they knew the significance of the star that guided them. We don't even really know how many of them there were. The Bible just says wise men. It has been assumed that there were three because they presented three gifts, but that is just an assumption. So, we really know very little about these men. Just about everything about them is a mystery.