Yes, these emails are received by our servers. However, they are immediately made completely anonymous and they are not assignable to any person. It is simply automatically evaluated whether a response was sent and whether it was a technical response (automatically generated by your mail server), an automatic absence note, or an actual response.  

Your employer is notified of how many of the phishing emails were answered in total. However, they do not get any insight into the content of the answers or which user replied to the emails.