Is it that time of year again? Stupid, non-sensical question(s) with way too little information to give any real advice? To the OP: you need to give more information. Contact forms can be sent in a myriad of ways, normally by a server-side script - either via the hosting provider giving you a script to use, or by uploading your own.
It also depends on how your site is constructed. I know WordPress has it's detractors but a cms of some sort makes this type of thing easy for newbies.