There's more than one way to do it, one example is here:
http://www.melevsreef.com/closedloop.html
with instructions here:
http://www.melevsreef.com/how_to_build.html
It uses a SQWD to split the return to two outlets where the flow alternates, but you dont have to use the SQWD, you can just return to a single outlet, or tee the return to multiple outlets, or use a manifold (a loop of PVC around the top of the tank with multiple spouts coming out). Lots of examples in the DIY forum if you search around.
A few things to keep in mind are:
1) Keep the pump as close as possible to the tank to reduce head loss and increase flow. Most people end up plumbing down to a pump on the floor and then back up to the tank, which works fine, but if at all possible (like in the example link) try to place the pump closer to the tank (like on a shelf behind).
2) Make sure you drill anti-siphon holes in the intake tube, and also in the outlet tube if the outlet is below water level. Otherwise if you get a leak in the loop somewhere you will siphon water out of the tank.
3) Probably want to put a union and ball valve on either side of the pump (lacking in the example), if you ever want to remove/replace the pump without disassembling the whole thing.
HTH,
Larry