Online advertising is a great way to expose your listings and your business to a wide net of potential clients. When these people go on to submit a lead capture form on your website they become leads. You should treat them as you would any other type of lead, get in contact, build their trust and showcase their expertise.
Do they want to meet for a coffee to find out what kind of home they are looking for, or to chat on the phone about how much their home is worth?
Online leads are leads at the first stage in their journey with you.
They have registered some kind of intent to buy (or sell) property and have given you their contact details.
How you then turn this lead into a client, is down to you!