Hello Publidale, welcome to the forums.

First, some quick info...
You can only return and object when its center is over your property. If the object consists of several linked prims (which is normal in the case of buildings), the center of the "root prim" must be over your property. You can determine which prim is the root prim by opening your edit window and selecting the object -- the root prim will be the one outlined in yellow.
That said, many very large buildings are not entirely linked, because you can only link objects up to 30m (or maybe 32m) apart. So even though these building parts are rezzed together and look like a single building, they can be separate parts with their root prims over different land parcels.
Now, about returning the stuff...
If you wish to return objects one at a time, you can right-click and delete them (or return... it actually does the same thing when doing it to someone else's objects). If you wish to return ALL items from a single person, go to the About Land window, to the tab where prims are listed. Click the refresh button near the bottom, and a list of prim owners will show up. Select the person whose objects you want to return, then click the Return button above next to the "Others" group. Or you can just click that Return button without selecting anyone from the list, and it will return everyone's prims except yours (the owner) and any set to your group (if the land is set or deeded to a group).
Of course, this will only return items on or over your parcel. If the items are actually rooted over another parcel, they can only be removed by the item owner, the parcel owner, or a Linden. (And maybe the estate owner and/or manager if you are on private estate land instead of mainland.)
You could try messaging the item owner, but in my experience they rarely come back to clean up after themselves. I've been most successful in messaging the owner of the property where the offending object is rooted... just a polite and friendly message to let them know someone has left trash on their land, and they are usually grateful for the notice.
If that fails, you will need the Lindens to remove the items... but they will only remove the ones that are "encroaching" on your parcel (crossing your borders). It's something you can submit an AR about, but that usually doesn't get the item removed quickly... or at all. I usually just submit a support ticket, or go straight to Live Chat. With simple problems like this, they will usually send a Linden out quickly to remove the item, and then the problem is solved.

If any of this is unclear, or you need help with it inworld, just let me know. I'll be around most of tomorrow and Monday. (Yay, federal holiday!

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