Hello Jhon Ronald Rodriguez,
Thank you for posting in the Microsoft Community! We are happy to assist.
Yes, when you set Out Of Office and you have enabled email forwarding in Outlook the emails will be forwarded to the recipient without you taking any further steps. I have tested this scenario on my side on both New and Classic Outlook. For detailed steps please see Turn on automatic forwarding in Outlook - Microsoft Support and Send automatic out of office replies from Outlook for Windows - Microsoft Support.
Should you have any questions or concerns please do not hesitate to contact me. Look forward to hearing from you.
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Microsoft Community Moderator