The excess blow-by is common as the kit does not come with a proper system to ensure crankcase evacuation at both non boost & boost operation.
It is a simple fix if you want details just ask & I'll go over the problem and the solution.
As far as the oil feed, yes, you do want pressurized oil feeding the turbo(s) and a scavenger pump will ensure the oil pressure does not blow through the turbo seals. They should have included a restrictor to control the amount of oil feeding it.
The return can be to the oil pan or the valve cover, but again, without a proper crankcase evac system there will be excess pressure issues. This is not just w/STS but ANY turbo or front mount SC system that pressurizes the intake manifold