Those are two separate systems aimed at different scenarios:
Online Returns requires separate login credentials which are provided by DHL. The customer can print the label on demand by logging in to the shop and opening their order.
Return Form (German: Beilege-Retoure) is an additional service option which can be booked for a DHL shipment. No additional login details are needed for Magento. The seller can print the return label and put it into the package during shipping.