Hello i am in the middle of installing a furnace and have ran all ducts for heat to go into ducts into all rooms But i am confused where does the return air go back to? am i suppose to cut holes in the return air vent on furnace and then run ducts to every

room?

 

Not sure anyone is going to be able to answer this, as each system is different. Most systems I have been around have a main return in the hallway of the house, or maybe two located in different locations in the house (hallway and living room) .
It is all about airflow and each house is different. I am not sure a return duct in each room would be the best method, it would depend on where the supply duct was in relation to the return duct.

Picture, the supply duct is blowing air into a room and the return duct is pulling air. Where do you want the air to move to?

To adequately give a educated answer to your question, one would have to know the complete floor layout, room sizes, duct and vent sizes ran to each room, location of vents, location of windows and doors, how many elbows and joints in each run, type of of heater, etc... I am sure there are some things I am missing.

Maybe someone with HVAC experience will come along and be able to better answer you question. However, I am sure they are going to need a whole lot more information!