Automatically getting messages from people who respond to my real estate ad.

Hi, my son and I share a real estate business page as a team and we are co-administrators on our site. I am going live with a Facebook Messenger ad for the first time tomorrow (March 14). My question is this....do we have to configure our business page to somehow instantly forward an ad inquiry to my personal Messenger account, which I installed on my phone yesterday. Or does Facebook somehow know to send inquiries or responses to my ad directly to me?

I've been told that the only way to see when someone has clicked on my ad is to periodically check into Facebook and look for messages. That doesn't seem right given it would potentially take too long to respond to people....especially if the gold standard is responding in under 5 minutes.

I have set up my Messenger ad to automatically send an initial response to a person who clicks on my ad. My concern is how do I then immediately engage with them if they respond to that automatic reply?

I have done a lot of Googling in the last couple days and can't seem to find an answer.

thanks,
Dave