My unit comes on. (inside and outside). The thermosat shows "return" and there is no cold air.

It sounds like you have a programmable thermostat.
"Return" means "at home after work" and should be a comfortable temperature.

Without any further info, it sounds like:

1. The air filter is really dirty
2. The compressor (outside) is not running
   Note this is not the fan, but an internal component that generally doesn't make much noise.
3. The freon level is low

If it is not a dirty filter, you most likely will need a service call.

Hope this gets you started.
WallyH