The Passé Récent is the tense which represents doing something.
e.g. I just returned.
However, in French you say that you come from doing something rather than having just done it, so that sentence would be:
e.g. 'Je viens de revenir
If we break it down into its parts it looks like this:
(pronoun) (conjugated form of venir) de (infinitive verb)
Here are some more examples:
We have just finished = Nous venons de finir
She has just arrived = Elle vient d'arriver
They have just eaten = Ils viennent de manger