How do you return library books?

I was going to download a book from the public library that was available but I had too many on file. So I had to return two books (that I had finished already) and I deleted them. But that was not how it should be done. The help from the library emailed me that I have to go into Adobe Digital Editions....
I have no clue if I do this on my Sony e-reader or on the computer? Anyone can help me with this?
:help: