When receiving an answer to a question do you respond with thank you? When I don't understand something in a lecture or think I found a mistake I send professors emails, if it is not possible for me to ask the question after class. Do you send a thank you email after receiving the answer?

I don't know if this is relevant at all, but I study at a German university.
In terms of etiquette, yes. A simple "Thank you sir/mam" helps acknowledge their response. The alternative is to say the thank you to them when you meet them the next day.  

Reason: Unacknowledged conversations tend to leave a doubt in anybody's mind about whether the response was useful to the recipient or not. Certain people tend not to reply to an email if they were offended or if an email didn't help them. So in the same way we were taught it is good manners to say "thank you", it helps to do the same via an email.