Mmmmm.. Usually the return tracks work in the way that a signal is split and sent to the return track separately for you to process with effects. Feeding the send effects back into itself means that the wet signal from the return track goes back into it once more.
It's a basic concept of feedback. If you take a regular delay for example, when you turn up the feedback on it you determine how much of the delay is sent back into itself, which is then delayed again and again and so on and so on.. That's why you get the longer delay tail that gradually fades (or if done to a certain point will create a feedback loop that keeps rising until your head explodes).
I just realized i have a bit hard time explaining this in a good way. But essentially, you're just putting the output of the send effect back into the input by turning up the A knob on the corresponding return track (or from any of your other return tracks)
I'd be careful with this as explain above, especially if you're listening at high volumes as it may very well damage your ears and/or your gear.