You can capture information return from a destination server response using the "Value Capture Pattern" feature in the delivery destination configuration.
In order to capture value, the campaign will need to be set up with the field name and the response needs to be a format that can be captured by a regular expression.
On a delivery destination, you can simply click on the "add capture pattern" link, then assign the field and the necessary response pattern to parse.
When leads come through, the data from the parse will be added to the field as specified
This field will now function like another lead field, and can be passed to other destinations if desired.
You can find more information and examples for parsing for specific responses here.