Philip Larkin is known for his realistic, sometimes fatalistic, view of life, and much of his poetry reflects a less-than-hopeful attitude toward a person's experience of life. In other words, life just happens--it's neither particularly good or bad--and then we die.
When Larkin says "days are where we live" and "where can we live but days," he's essentially saying that our lives are just a succession of days--and not much else. Day after day, another day comes along, and our only choice is no choice at all because we simply live our lives one day at a time, and nothing significant happens during those days. One of the recurring themes in Larkin's poetry is that life and living are just what come before inevitable death, and nothing that happens before death really matters. This is, of course, a relatively depressing view of life, but that view is often at the heart of Larkin's poetry, and we see it in "Days."
The second stanza of the poem is supposed to provide the answer to the question, "where can we live but days," and we hope that the solution is going to provide some comfort. Even though the "priest and doctor" come running to our aid as we die, presumably to help us understand the meaning of life, Larkin leaves the question unanswered. From Larkin's point of view, then, we live during a finite number of days, we die, and that's all there is to life.