Send a question or thanks letter after receiving a notification of receipt of application?
Saying "thanks, I don't have any questions at the moment." Would be appropriate and it would also be appropriate and perhaps show more interest in the position if you did ask a question or two about the department or the position.  For example, you might ask if anyone from the department will be attending an upcoming conference that you are going to.  However, you don't want to be presumptuous, so detailed questions about salary, benefits, etc. are not appropriate at this early stage.