Return vents. Is there supposed to ductwork leading somewhere?

It looks like just a square hole was cut in the wall. the return vent has no ductwork it just goes into the brick wall and there is nothing containing the air or "returning" it anywhere except the space between my wall and the structure brick wall of the house. Am i screwed?
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The IRC code (section M1601.1.1) allows use of stud and joist spaces for return air to a HVAC unit, Provided gypsum boards are nailed on both sides of the studs and fire blocking material are used on the joist.
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