Answer in Details
In Lord Shiva’s teachings and philosophy, it is understood that Shiva is not bound by physical form or worldly limitations. Shiva is described as the eternal, formless, and all-pervasive consciousness—known as "Nirguna Nirakara" (without attributes and form) and also as "Saguna Sakara" (with attributes and form) when he chooses to manifest.
In the Shiva Purana and other scriptures, it is explained that Lord Shiva is always present in the universe as pure consciousness, and his presence can be felt through devotion, meditation, and righteous actions. Shiva does not need to "come" into the world in a physical sense because he is already immanent in every aspect of existence—he is the "Adiyogi," the first yogi, and "Mahadeva," the great god who transcends time and space.
Whenever there is a need for guidance or divine intervention, Shiva manifests through his devotees, his teachings, or symbolic forms such as the Shivlinga. It is also believed that Lord Shiva responds to sincere prayers and appears to his devotees in ways that are appropriate for their spiritual understanding.
In summary, Lord Shiva is always present, and his teachings guide us to recognize the divine within ourselves and the world, rather than waiting for a physical appearance.