Ummm... effects send to your pedals and the last pedal in the chain gets sent to the effects return - pretty much self explanatory.
Well if you're just using that one Zoom pedal that you have pictured then you would set it up like this:

Effects send to "input" on pedal and "output" on pedal to effects return. If you have more than one pedal then the effects send gets connected to the input of your first pedal and the output of your last pedal gets connected to the effects return.
ok i got it right hooked up right but it's making this weird whistling sound and the high i get with the volume the louder it gets.... but i can her the guitar through the amp but everytime i put my hand on the string to stop the vibration it start that whistling sound
Does you're amp do this when you put the Zoom in front of the amp? Some effects pedals don't sound good/create unwanted noises when they are placed in an effects loop.