Cakephp 3 redirect controller

Return in CakePHP 3 application is used when you want to redirect to other pages or we can say actions/methods of other controllers or even if you want to redirect to 3rd Party Links like you have specified :-

return $this->redirect('/orders/thanks');
return $this->redirect('http://www.example.com');
return $this->redirect(['controller' => 'Orders', 'action' => 'thanks']);

And if you want to redirect to other method in the same controller then you can leave the return and use setAction as below but here URL will remain the same.

$this->setAction('thanks'); 

Return is better approach and URL will redirect if you use below code.

return $this->redirect(['action' => 'thanks']);