An email auto-responder is exactly what you'd expect based on the name.
Inside most control panels and webmail programs, you can configure an email address to automatically respond to any emails it gets with a default reply you specify. Then, it will discard the message, keep it in the inbox for that email account, or forward it on to another email address, depending on your settings.
Email auto-responders can be used to send a standard "message received" response on a support address, or if you're going to be away for an extended period and want to let people know you're not ignoring their emails.