When he throws Mjolnir it will automatically return to his hand with no thinking, but it seems when he has to call for Mjolnir Thor has to concentrate. It's pretty inconsistent though, "technically" Mjolnir should only return when thrown but there have been times when Thor has called on Mjolnir to return. Those times it's usually chalked up to Thor and Mjolnir being almost like person or that Thor is Mjolnir's master and the hammer will do whatever he commands.
....Mjolnir returns to the same spot where Thor throws it. If for some reason Thor was displaced, he has to mentally call mjolnir to his new location. Sometimes it is instinctive, sometimes he has to concentrate, depending on the writer.