Hi,
First of all thank you for this question. This might be doubt for many users.
Now let me clarify.
There are many multivendor plugins in market and they work differently.
Free version sends mail to vendors if you are using – WC Vendors plugin. But every other plugins might not work automatically with this.
But if you are a developer you can, make this happen too without touching this plugin. You can use this hook – ‘mgc_pe_sender_email’. Using this you can support any multivendor.
Now if you are using premium version, these developer support for using any multivendor plugin is free.
As well as there will be a dashboard for vendors, from where vendors can reply. Admin can check their replies/ manage things.
Hope this clarifies.