On my dyna there is only one line going to the pump... the feed line. There is one line slightly above the pump, right in front of the breather gear, and that is your breather hose. Could you be confusing the two?
There is the return line but on my bike it's going to the oil cooler and you can't see it. It's on the very BOTTOM of the pump.
The one in the middle of the housing plate on the rear of pump is your feed line, the one pointing forward on the bottom goes to your filter. The line from the bottom of your tank will be your feed line.