What happens to those who never learned about Christ? Will they go to heaven, hell or purgatory?

Those who never knew Christ or His Church due to invincible ignorance they may be also saved by means only known to God. They will be judged against their conscience and accordingly they will be destined to either hell or heaven or to heaven through purgatory.

See what the catechism says.

847 “Those who, through no fault of their own, do not know the Gospel of Christ or his Church, but who nevertheless seek God with a sincere heart, and, moved by grace, try in their actions to do his will as they know it through the dictates of their conscience – those too may achieve eternal salvation”

848 “Although in ways known to himself God can lead those who, through no fault of their own, are ignorant of the Gospel, to that faith without which it is impossible to please him, the Church still has the obligation and also the sacred right to evangelize all men.”