The nearest Extrasolar Planet(Exoplanet) that we've so far discovered is the planet that is orbiting Proxima Centauri. Proxima is a small red dwarf star in the Centaurus constellation in the southern hemisphere. The star is not visible to the naked eye, you need a telescope to see it.
The star is roughly a mere 4.1 light years away from us, an astronomical neighbour. A light year is the distance that light travels in a year which is approximately 5.9 trillion miles or 63 thousand times the distance between the Earth and the Sun. We currently don't have anything capable of travelling that distance or has been there so what we know about is guess work and calculations.
The planet is close its star and orbits very quickly, in fact, it takes about 12 days to orbit the star. We don't know if there is life on the planet but its been calculated to orbit the star within the Goldilocks Zone, the area of space which is neither too hot nor too cold for life to exist. Any images you might see of the planet including though se on this site are artists impressions and not the real thing.
The farthest exoplanet that we may have discovered so far exists in the Andromeda Galaxy. Its not even in the Milky Way, our home galaxy. The Andromeda Galaxy, located in the constellation of Andromeda is an estimated 2.537 million light years away according to Google. The only way we could ever get there is to use a wormhole or use Doctor Who's spaceship, the Tardis. The discovery was made by micro-lensing, in other words studying the light rays coming towards the Earth.
If you thought the exoplanet in Andromeda Galaxy might have made you short-changed and you was looking for something a bit closer, say in our galaxy. One of the farthest is OGLE-2014-BLG-0124L which is located near the Galactic Centre of our galaxy about 13,000 light years away. It is in the constellation of Sagittarius. Caltech
The record for the farthest exoplanet will probably be beaten and this article will be out of date one day. The nearest exoplanet will probably always be Proxima Centauri b unless we discover a Rogue Planet, that is a planet that doesn't orbit a star.
We're here because of an evolutionary fluke that kick-started complex life on this planet by the binding of two simple cells. The chances of this happening elsewhere is very large. It is quite possible that we're alone in the universe or just alone this galaxy. We've not discovered life anywhere yet so anything is possible. It might be that we should be looking at other galaxies for life, one intelligent life-form per galaxy. Daily Mail