Turtles dropped off back on Earth by Cudley. Immediately, they run into Wingnut and Screwloose, tho attack the Turtles. The duo run around New York, causing mischief, so the Turtles go to stop them.
Screwloose tells their origin story. Seems their planet was destroyed by Krang.
It seems that Cudley's departure is what caused a doorway to open through which Wingnut and Screwloose crossed. Cudley returns to round them up and to return the Turtle's costumes to them.