Let me first answer your second question: Jesus hasn't yet returned because God wants to give everyone an opportunity to know about Christ and turn to Him in repentance and faith. The Bible says, "The Lord is not slow in keeping his promise (that Christ will return).... He is patient with you, not wanting anyone to perish, but everyone to come to repentance" (2 Peter 3:9).
At the same time, we're urged not to ignore His coming, or assume that it's never going to happen (at least in our lifetime). Only God knows when it will take place -- but it could happen at any time, and we are admonished to be ready. The Bible says, "Our salvation is nearer now than when we first believed.... So let us put aside the deeds of darkness and put on the armor of light" (Romans 13:11-12).
Does this mean Jesus Christ isn't active in the world right now? No, not at all -- and the reason is because He is presently in heaven, seated at God's right hand (i.e., in the place of authority and honor). Even now He prays for us, and He aids us in our spiritual battles by His Holy Spirit.
Never forget: God isn't finished with this world! Some day, Christ will come again to conquer all evil and establish His perfect rule over all creation. Is your hope and trust in Him, and are you seeking to live for Him every day He gives you?