The Pandavas stayed hidden after the Lakshagruha attempt to burn them and their mother to ashes. Later, after Arjun won Draupadi’s hand in swayamvar, Dhritarashtra invited them back to Hastinapur. He asked them to go settle down at a place called Khandavaprastha, very close to a thick forest. 

It was the Pandavas who built the city from scratch here and slowly, it began to prosper. Citizens settled down, traders came, and this kingdom, Indraprastha, began to flourish thanks to the hard work of the Pandavas. All of this is described in the Rajyalabha Parva.

Then comes Arjun’s self-imposed exile, when he walks in on Yudishtir and Draupadi. This comes in Arjuna-vanavasa parva and the period of exile is 12 years (as per generally accepted accounts).

After this comes Subhadra-harana parva where Arjun and Subhadra’s marriage takes place. They live at Prabhasa for a year after that. Then comes Harana-harika parva where they return to Indraprastha and the Dwarakavasis come to give them gifts. 

Krishna stays back and he and Arjun visit the riverside along with the ladies. Finally, we come to the Khandava-dahana episode where the forest adjoining the kingdom of Indraprastha is burned on the orders of Brahma when Agni approaches Krishna-Arjun. This parva begins with a description of how Indraprastha is already flourishing. 

The Pandavas are often accused of destroying forestland and killing animals just to set up their kingdom. As you can see, this is not so at all. Indraprastha was established many years before Khandava-vana was burned.