I don't know how to reply to a business English reply. The other party sent me a document. Do I need to show that I received it and thank you?

Dear XXX

Thank you very much for the document you sent. We received it.

I'll have a look and contact you if there are any questions.

Best regards,

Your name

The email means, thank you very much, the document has been received.

I'll check the documents later, and I'll contact you if I have any questions.