No. You can create one but......
If you do this, you will have to leave your computer on 24/7, be connected
to the Internet, and have WinMail open. If you want do this anyway, the
link below will explain how to do it. One thing I would suggest is that
where it says to create a rule and check For All Messages, you change it
and make the rule for people in your address book only. Otherwise you will
be replying to Spam as well and could end up in an endless loop of
bounces.
Your ISP may offer this service which would be a better choice.
How to create an autoresponder in Outlook Express:
http://www.cyberwalker.com/columns/feb01/080201.html
(Applies to WinMail as well)