Click the Return link button 
on the diagram toolbar.
On the Diagram, click the object lifeline source element.
Drag the link to the destination object lifeline element.
Drop when the second element is highlighted.
A return link can be drawn between object lifelines on the sequence diagram.
To create a return link:
Click the Return link button
on the diagram toolbar.
On the Diagram, click the object lifeline source element.
Drag the link to the destination object lifeline element.
Drop when the second element is highlighted.
Related Topics:
Creating Links
Moving Links
Editing Links