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Sounds like the draincock is missing. Maybe check in the box it came in. You do not tap your pan for a return line - you just drain it into a container periodically. That's the purpose of the draincock on the bottom. Don't reconnect until you have the draincock in place. Otherwise, your engine bay will be coated in oil soon.
From: Dear Karma, I have a list of people you missed.
St. Jude Donor '08-'09-'10-'11-'12-'13-'14-'15-'16
If your drain plug is missing, you can also go down to any auto parts store and buy a replacement brass drain plug. It is a very common 1/8" NPT (National Pipe Thread) size that's been used for years. Just remember that when you screw the plug in, pipe threads are tapered a bit to be self-tightening and make the seal, so when it gets tight, stop there. A little bit of exposed threads is normal. I would recommend using a bit of Teflon tape on the threads to help the seal too. HTH
If you look at all the pics on their website all the catch cans, have a drain **** on the bottom. http://www.accmachtech.com/pcvcatchcans.htm
Accurate Machine Works Retail - PCV Catch Cans