The church is located at the bottom of the crater, next to the live atomic bomb ("Atom") around which the town of Megaton was built. The building is two stories high with ramps and walkways all around it and a large, ramshackle sculpture of an atom adorning the roof. These believers pray for Atom to split their atoms, in order to create a new universe for each split atom, each containing life, as per their beliefs. You can find out more when you speak to Confessor Cromwell (he's usually standing by the bomb) or Mother Maya (who's usually inside the church). You can donate to the church and ask more about this religion and the residents. Cromwell has a key on him, but it's only useful for entering the church at night.