The Form widget does not provide any kind of auto-reply feature because the form is sent from email@example.com. When someone submits a form on your website it will go to the email address that you have specified under the Settings tab.
Any of the fields that have been filled in from the form will come to you in this email. If you request an email address, phone number, etc. from your site visitor on this form you can then reply to them using this contact information through your email service. You will need to manually insert the email address into the To: section of your email.