Yes, they can.
After each submit of a form, ActiveForms send an e-mail notification. Ussually we use this channel to send submitted entries to ourselves - forms owner. However, sometimes we need to notify our client. Since our form runs in our domain, mail notification should be also sent from there.
Bacause of anti-spam filters (SPF to be specific), ActiveForms cannot send email with 'From' field pointing to your domain without your special permission. This case our server could be marked as spammer. In order to grant our server to send emails on behalf of you, you - domain owners - have to setup MX record in your DNS servers.
When you setup your DNS, we will configure your ActiveForms account, so that all message have a proper 'From' address.
To implement this procedure - just contact us at email@example.com.