I'm struggling with auxes too. I have a Soundcraft Spirit F1 mixer and it has those TRS auxes and inserts. No returns per se since the return is (allegedly) built into the TRS jack. The manual doesn't really address it - it just shows line drawings of where to plug stuff in but not why. For instance, it shows an effects unit plugged into aux 1 and one of the stereo channels on the board. It doesn't state how I apply the effect to something on mono channel 1.
I'm able to add effects using the insert for the channel. I haven't figured out how to make the aux/stereo channel thing work though.