Yes, those are two separate systems:
Online Returns is a separate Magento module which requires separate login credentials (provided by DHL). The customer can print the label on demand by logging in to the shop and opening their order. The details are explained in the documentation.
Return Form (German: Beilege-Retoure) is just an additional service option which can be booked for a DHL shipment. This needs to be enabled by DHL. No additional login details are needed for Magento.
The seller can print the return label and put it into the package before shipping. However, the customer cannot download and print the return label themselves. Also, it is not possible via the Magento extension to create a return label after the shipment has already been completed.