To return: to go or come to the same place more than once. “Return” has the same meanings as “come back” and “go back”, but is a bit more formal. “Return” can also be used transitively, meaning to give back. To come back: to return to the place where the speaker is. To go back: to return to a place where the speaker is not.

we say,when will you return?

"When are you coming back?" is better because you're probably talking about someone's plans. Or "When do you think you'll be back?" if you want the person to guess their arrival time. :)

when will you come back?

I would say they are both correct, at least I hear/say them all the time. It depends on the situation.