Often when I consider the subject of His kingdom I am reminded of a scene from the movie, "Passion of the Christ", in which Jesus is standing in the presence of Pilate because the Jews have asked that he be put to death for calling himself the Son of God.
The bible describes the scene starting in John 18:28 as follows:
28 Then the Jewish leaders took Jesus from Caiaphas to the palace of the Roman governor. By now it was early morning, and to avoid ceremonial uncleanness they did not enter the palace, because they wanted to be able to eat the Passover.
29 So Pilate came out to them and asked, “What charges are you bringing against this man?”
30 “If he were not a criminal,” they replied, “we would not have handed him over to you.”
31 Pilate said, “Take him yourselves and judge him by your own law.”
“But we have no right to execute anyone,” they objected. 32 This took place to fulfill what Jesus had said about the kind of death he was going to die.
33 Pilate then went back inside the palace, summoned Jesus and asked him, “Are you the king of the Jews?”
34 “Is that your own idea,” Jesus asked, “or did others talk to you about me?”
35 “Am I a Jew?” Pilate replied. “Your own people and chief priests handed you over to me. What is it you have done?”
36 Jesus said, “My kingdom is not of this world. If it were, my servants would fight to prevent my arrest by the Jewish leaders. But now my kingdom is from another place.”
37 “You are a king, then!” said Pilate. Jesus answered, “You say that I am a king. In fact, for this very reason I was born and came into the world, to testify to this truth. Everyone on the side of truth listens to me.”
What is the significance of this scene some 2000 years later? Very simple. Jesus was born to be a king! There never existed a king who had no "kingdom". And as far as kings go they are usually always in the process of enlarging the borders of their kingdom. It's simply one of the things that comes with being a king.
Now in verse 36 Jesus tells us that His kingdom is not of this world, but also "for this reason I was born and came into this world". What reason is he speaking of here? Nothing less than he came into this world to establish [expand] his kingdom here on earth.