@Apav First chapter: he talks about him using the power he sealed away. Hence, he had the power before. It's never mentioned he came to this world before (and from his personality, if he had, he would say it, especially in the 2nd chapter where there are previous isekai'd people). Hence, it was on Earth.
Also, it's said time and time again that his power is not from this world, it doesn't follow the world system. So, it's not a power he gained by coming there.