There is a line of thought that says he didn't die on the cross, but recovered, and as I don't believe that he was the son of god, or supernatural in any way, I think that's what really happened.
However, to answer your question, according to the official story, the resurrection meant he came back to life so his body was real - he wasn't a ghost - so he would still have borne the marks of the nails on his hands (although, in reality, the nails would have been put through his wrists). Forty days after the rescurrection he was taken up (or ascended) bodily into heaven - so it seems he just floated up into the sky and was gone.