I travel with Air China from Paris to Kathmandu with a stopover in Chengdu. I am considering not taking the Chengdu to Kathmandu flight and travel over land to Kathmandu from Chengdu. Will I be able to use my return flight in Kathmandu?
It depends on airlines, and type of your ticket.
In general: ask in advance your airline, and have a good reason. Often they allow you to cancel a leg (often without a fee). From your itinerary, I assume the reason of cancellation is not because you get a cheaper flight. Use the phone or a real and official ticket office. The worst case, you have to pay the fee for ticket change (which is much lower than ticket price).
If you do not do the above step (in advance), the situation is much more confusing. Often airlines cancel the rest of the tickets. You should assume this, without real information on contrary. There were some verdicts (in Europe, so assuming you bough the ticket in Europe, so with European contract law) which forbid airlines to do so, but I yet saw a clear statements from authorities, and this could cost you a lot of money and time, before airline will "comply" (if it is really the case. I assume there is also not clear cut, but it depends from case to case. So I would never plan such move. [And you may will find other surprises about baggage handling/destination and extra fees].
Not using a ticket exactly as bought will most likely cancel the rest of the ticket as well, I am yet to find an airline who does but obey this rule in over 25 years of traveling