Creating a FedEx Return Label - ShipWorks 4. Scroll down to and expand the FedEx Returns section by clicking on the expand / collapse button.. a. The This is a return shipment checkbox should be checked for you. If it is not, please check this box. b. For FedEx Return Type, choose Email Return Labe l or Print Return Label. Email Return Label will send an email to the email address listed under the Contact Information within the To ...