It won't be like a zombie out-of-grave thing.

Also in Quran says that they definately could not kill Jesus, instead God raised Him to His side. Jesus is named as "Son of Miriam(Maria) Isa(Jesus) Messiah" in a verse in Quran. And as 3run said he will appear before the Judgement day.

There are different guesses about that, like some say not everyone may know that He has returned.

read up the ascension and second coming parts:
http://en.wikipedia.org/wiki/Jesus_in_Islam

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Afterlife:
When someone dies they do not directly go to Heaven or Hell, there is a phase between this world and afterlife.
At the judgement day, Israfil(Archangel Raphael) will blow a horn (Sur), a blast of truth, that will signal the begining of the judgement day. On a second blow every soul from the begining of the time will be gathered and questioned about their deeds they did on their life. Hell and Heaven have different levels. Wikipedia is accurate and mostly relies on Quran, you can read up details there or directly from Quran.

Just, note that some sects of Islam like Ismailism (Hashashiyyin - Assassins) are considered aberrant.