The reference to all believers being scattered is probably a hyperbole (a figure of speech in which exaggeration is used for emphasis or effect). When a significant portion of the church is persecuted, the whole community is said to be attacked and affected.1 Believers most likely went to stay with family or fellow believers in the towns and villages around Judea and Samaria.2 If the persecution was limited to Jerusalem, they would have been safe in these areas.3
1 And Saul approved of his execution.And there arose on that day a great persecution against the church in Jerusalem, and they were all scattered throughout the regions of Judea and Samaria, except the apostles.