In general, when a client asks for auto-responders to be set up, he needs it from his email server. If you're the one hosting his website, you should use your cPanel or IIS Control Panel to set-up Email Auto Responders. Ideally, your client will have a URL to access webmail. He could simply login there to setup an auto-responder.
If you're in doubt, just ask him what type of an auto-responder he needs.
Like bregent said, there are lot of ways to set-up auto-responders - starting as simple as a server-side auto responder all the way till building Custom Code to handle workflow/ e-mail functions.
If you need more, let us know more in detail of what you/ your client is looking at achieving.
