Let's analyze the grammar of each sentence.
(A) I have returned all the books to the library yesterday. This is incorrect. The present perfect tense (have returned) cannot be used with a specific past time adverb like yesterday. It should be the simple past: I returned...
(B) Though Ram worked very hardly, he failed. The adverb hardly means almost not at all. The correct adverb to mean with a lot of effort is hard. The sentence should be ...worked very hard....
(C) Everyone admired his courage. This sentence is grammatically correct. Everyone is the subject, admired is the verb, and his courage is the object.
(D) I should like to travel in the abroad. The word abroad is an adverb meaning in or to a foreign country. It does not take a preposition like in or an article like the before it. The correct phrasing is ...travel abroad.
Therefore, the only correct sentence is (C).