How do I create an out of office reply in Mail?

It is not a good idea to create automated out of office replies in an email client.

1. Automated replies let spammers/phishers know they reached a valid email account
2. If the sender of an email to which you send an automated reply sets up an automated out of the office reply, you will get into a "race" condition.

If you want to use an auto reply, check with your email provider to see if they offer that functionality at the server level.

Hello,

How to Set Up an Out of Office Reply in Apple Mail for Mac (howtogeek.com)

How to Set Up Out-of-Office Replies in Apple Mail and iCloud Mail - MacRumors

Ah, never thought about a race condition... like 2 Macs doing Screen Sharing to each other! :)