First of all, what is the type of device under consideration ? (1/2/3 ... port ?, antenna/amplifier/mixer/filter... ?)
I will give the answer for a simple 2-port device.
Return Loss (RL) = -20*log10(|S11|)
Given S11, compute the magnitude i.e. |S11|, perform the log and scaling operations to convert to dB scale. This is your return loss plot vs. frequency. Depending on the specifications, you can compute bandwidths of operations ,where RL > 10 dB, RL > 20 dB and so on... (note the negative sign in the definition, it is always a positive number. I have even some academic papers make a mistake with the sign convetion)
Insertion Loss (IL) = -20*log10(|S21|)
Insertion loss refers to the loss of signal power between two points when the device is inserted. So it does not make sense to talk of insertion loss for 1-port devices.
Even in 2-port devices, amplifiers are supposed to produce gain, so technically there should be no insertion 'loss' for them.
It is more common to talk of IL for devices like filters and mixers, in which case, just use the information from the S21 curve together with the definition above.