Prepositions

"Pour" is optional in this case, as far as I understand it. For the sake of translation, "le voir" is already equivalent to "to see it", but you could add "pour". "Il vient nous sauver" = "il vient pour nous sauver". There may be a slight difference in nuance, but it's essentially the same.

Retourner is one of a group of verbs (movement like aller venir monter descendre, volition like aimer vouloir pouvoir devoir etc) that takes an infinitive without preposition. Tu dois aller le voir. (You must go to see him). Je descend à la cuisine boire un verre d’eau. (I’m going downstairs to the kitchen to drink a glass of water.) 

Not sure where to find a relevant lesson here, maybe someone can point it out?

Nanja, the lesson for these exercises is here: Retourner can be used with avoir or être in compound tenses depending on its meaning in French (Le Passé Composé) That lesson has the statement Joakim is referring to, "Note that in each case where être is the auxilliary, the verb retourner is followed by a preposition (en, sur, dans, à etc.)."

I got this as a fill-in-the-blank, thus: Marie ____ retournée le voir le lendemain. I read the lesson, and realized as in my other comment above that the pronoun "y" means "to there", and so is equivalent to "à là". So I decided that was the preposition I should use, and filled in the blank with "y est". It was marked wrong, and I was told it should have been just "est".

So that statement is misleading, because it uses the phrase "each case" when it should use "many cases", or even "most cases". This exercise shows us one case where there is no preposition.