Each audio track (and MIDI track using a software instrument) and each Group will have a corresponding Effect Send knob. All Effect Send signals are routed to the corresponding Effect Return. Here they can be processed and mixed with the tracks. Effect Returns are typically used for adding reverb. The Effect Return sections do not affect MIDI tracks using an External MIDI Instrument.
Effect Return sections can be added using the Add Track menu. An Effect Return section can be removed by dragging the text on the left (Effect Return 1, etc.) to the Garbage Bin. The order in which the Effect Returns appear can be changed using drag-and-drop.
Effect Return sections have the following features:

Effect Return section with Reverb effect
A Label can be placed on an Effect Return to show its purpose (e.g., "Reverb").