How can we capture reponses from Email campaigns

Hi,

Is there any documentation or step by step guide that would show us how to capture responses from email campaigns.

We are trying to send mass emails out to potential customers that would have a link in that email, so if they click on that link, a response should be sent back to MOD and then eventually ending up creating a lead in CRM on demand. We are new to this module and appreciate any help.

Thanks

Muhammad