Where are the thermostats be putten in air conditioning cycle?on the supply line or return line or both?

You can put on either places i.e in supply and return accordingly you can do your thermostat settings.
But ensure that, the thermostat is used to control the room temperature so obviously you have to monitor the room conditions. SO IT IS ALWAYS ADVISABLE TO USE THE THERMOSTAT ON THE RETURN TEMPERATURE ONLY.

Trust it clarifies.