“How are they going to bring that back?”

As I understand the plan, they will reserve about 10% of first stage fuel in order to expend it on the return trip. Once the upper stages have separated, the first stage will have significantly less mass to slow down, speed up in the reverse direction, and land at/near the launch-site.

Likewise for the other two sections of the Falcon-9 Heavy.

The article informs us that SpaceX has successfully overcome one of the main concerns about getting a first stage back down into the atmosphere, and that it can survive coming back down through the lower, denser atmosphere. Rockets are designed to take stresses from forces pressing on the nosecone. As far as I know, successfully coming back down without a nosecone has not been done before. They have also learned more about the amount of fuel that is necessary to do this. The lack of stability at the end worries me, however, but that should be easier to overcome than returning to the lower atmosphere.