Joy answers:

An auto-responder is an email address that, when an email is sent to it, responds back to the person that sent the email. There are many ways to implement auto-responders.

If you pay for your website, you might find that your provider has a tool (such as cpanel) to allow you to easily set-up auto-responders.

Advanced auto-responders allow additional features such as being able to run scripts in addition to automatically responding to emails.