When I quit it will take me back to Relto always ? Is that right.
Yes, that is correct. Once you get to the Relto you will always start there.
Then you choose from your bookshelf, or if you haven't done the pillars outside you'll have to go do those.
It's unfortunate this game was designed as an online game and was limited in that way, without real saves. Then they had to impose a replacement for a real save system on the original game and it's kind of a kludge.
If you're using Bert Jamin's walkthrough, check where he said
Each of these pillars contains a linking book to one of the four Ages. First thing I did was opening all of the pillars and get me linked to the corresponding Age and get me linked back to Relto again. So I gathered all linking books at the same time.
It's better to just do what's necessary to get all the books on your shelves so you don't have to go back and try and remember what you did for each book.
Uru: Complete Chronicles is Uru: Ages Beyond Myst + the two add-ons To D'Ni and Path of the Shell. So you can use a Uru: Ages Beyond Myst for most of Uru: Complete Chronicles.