The air moving away from the furnace has to be replaced.
You do not need cold air returns in every room. Normally your warm air registers are close to your outside walls, your cold air returns which are much larger are placed in the center of your house . There may be one or more cold air return depending on the size and layout of your home.
You will hear air circulating in the cold air return (or return air grille) when the heater or air conditioner is running.
None. Probably the home was built for forced air and converted to boiler/baseboard heating.
Cold air return vents are the ones on the wall
A cold air return is similar to a return air grille, which is needed for air to travel to the furnace to be filtered, heated OR cooled and then recirculated.
is your fan running in the correct direction? are any of your ducts blocked?
It is never a good idea to restrict or block a cold air return.
Probably not. The issue is that your furnace needs several cold air returns thru the house to work efficiently and avoid damage to the furnace.
YES! If you do not have a cold air return on your furnace, you will have much higher heating bills as you will not be circulating the cold air from your home back to the furmace to be heated again.
You actually "need" only one cold air return for a forced hot air/AC system to function; however, one cold air return per level or floor improves the efficiency of the sytem.
Cold air has more density than hot air.
The ideal location would be close to the floor, but the house structure limits location. It is common to see air return grilles on walls or ceilings.