Mail.app out of office rule
Mail doesn't really do out-of-office emails, because the application would have to be running to send a response. From Mail help:


  Mail must be running to automatically reply to messages, because rules aren’t processed while your computer is shut down or you’re logged out. To set up automatic replies while you’re on vacation, ask your email service provider how to set up an out-of-office reply.


So, as the above says, you'll have to work with your email service provider to set up an out-of-office response.
If you post and tell us who your email provider is, we can help you set that up.