An autoresponder is a service which automatically sends out emails to the people who submit forms from your website confirming their submission.
Sending a confirmation email is not only a nice gesture, it lets people know their form was successfully submitted and you have been contacted. The added benefit is that you can send a pre-written message including further instructions or even promotional content. In some cases this even includes the possibility to add attachments.
Nearly all form builders offer you the option to customize your autoresponder or confirmation notification so that it perfectly fits your needs.
Please be careful to prevent it’s abuse by automated Spam bots, however. Make sure the form builder of your choice also includes anti-spam measures like Google’s Recaptcha or honeypots.