From this passage, we see a number of things that accompany the day of the Lord:

The day of the Lord is the principal theme of the Bible.  While the day of the Lord encompasses the entire millennial reign of Jesus [2 Pet 3:10-14], the passages that mention it deal primarily with the first part of the day, which is the Second Coming of Jesus.  When he returns, he comes with:

Therefore, men hide themselves [Rev 6:12-17].  But he finds them and they die and their idols do them no good [Zeph 1:14-18; Ezek 7:19].  Flaming fire devours them [2 Thes 1:7-9, Mal 4:1-5].

Then Jesus is exalted [Phil 2:9-11] and becomes king over all the earth dwelling inJerusalem[Zech 14:1-11].