1. Alter the path so the parabolic arc goes back to the launch site.
2. Braking burn during descent to minimize atmospheric stress.
3. Landing burn (AKA "suicide burn") to slow the vehicle enough for the landing legs to absorb the impact.
Though it's not quite that simple. Based on the trajectory of last week's launch, they're actually going to use a much steeper trajectory during the first stage launch. The result is that the first stage uses significantly less propellant to make that first burn (since its downrange velocity is much smaller), but it cuts into the payload capacity quite a bit by forcing the second stage to do more work.