Does this means
on the way back to company or
start from company, and back to some where else ?
And also why use
帰り, what does that mean?
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Aの帰り means "on a way to my home from A", because 帰る not only means go back, but usually also mean go back to your home. 会社の帰りに本屋を寄るのが楽しみです means "I enjoy dropping by a bookstore on the way to go back my home from the company."
The equivalent word of に in English is "at". You use に in this case because you drop by a bookstore "at" the moment you are going back to your home.