It is about a 7 minutes walk from the Tokyo Big Sight to the Kokusai Tenjijo station. From there you can take either the Rinkai line to Osaki Station and tranfer to the JR Saikyo line back to JR Shinjuku Station.
OR
There is a special JR Saikyo line that actually travels on the Rinkai line. You can wait for that special JR Saikyo line at the Kokusai Tenjijo station and travel directly (without transfer) back to JR Shinjuku Station.