Return trip is flying back. but there are other terms as well.
Open Jaw is what TS is referring to:
e.g. 1st trip SIN to OSK, then OSK to BKK, BKK to HKG, then HKG to SIN
and yes it's possible.
if you're flying with SIA, they're part of a group known as Star Alliance. basically you can book with them, and if you require another airline, you can always book another to another location.
one way is to book this way, using the above example.
SIN to OSK, and your return ticket will be HKG to SIN.
in-between, you can use other airlines to book the connections to the other countries.
but do take note, it's more expensive to fly this way.