When it says it return jQuery, that basically means it returns the jQuery object so you can chain methods. Like this:
$(".someElement").css("background, "green).html("Bananas");
To add event listeners to elements that are brought in dynamically you need to use event delegation.
You can't attach the listener straight on the element because it won't be ready to receive it. You need to instead, attach the listener to a parent element. This is called event delegation. You're delegating the job of handling the event to another element. Like so:
// Do this:
$(document).on("click", ".myNewElement", function() {
//My event code in here
});
//Not this
$(".myNewElement").on("click", function() {});
The reason they return jQuery is so you can chain your methods like this:
$(".oldElement").html(".newElement").on("click", ".newElement", function(){});
You also might want to read up on $.Deffered.