He returned victoriously" describes his return as victorious, like how "He returned sadly" decribes his return as being a sad return. "He returned painfully" shows that his return was painful.On the other hand, "He returned victorious" says that 1. He returned. 2. He was victorious.just like how "He returned happy" can mean that he was happy and he returned, while "He returned happily" can mean that he was happy to return(from like doing some chores or something).