A map! Yay!
As you can (or maybe can't, it's kinda small) see, most of the realms listed throughout the series appear here with names according to the Rai version), only missing some very important one like Melody and Zenith. I'm actually surprised that Espero was included, because it played such a small roll.
The screenshot was taken (by me) from the official site, and I added on the tags.
I think that in Winx Club reality, Earth isn't that close to the other realms. But it's a site for kids, so it doesn't really matter.