I dont understand how my applicants can receive an autoresponse that we have received the application

Add an Autoresponder E-mail on your form and it will all be set.

User guide: Creating-a-Form-Autoresponder

The Autoresponder email will be the confirmation email the end-user will get.

Your form should already have Notification E-mail (by default forms always have one). The Notification E-mail will be the email alert you will get on your end.

User guide: Setting-Up-Email-Notifications

When your form is submitted, it will send the emails (submission email) according to the Recipient E-mail address setup on the form.

Hope this help. Let us know if you require further assistance.

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Related guide: https://www.jotform.com/help/30-Explanation-of-Email-Notification-and-Autoresponder-Settings