I think you should start with a Community search for "UTM" and do some deep reading first, as we discuss UTM tracking all the time.
There's more than one way. It really depends on what your trying to accomplish and understanding your overall setup. You can capture UTM parameters in hidden fields on your forms.You can also use a Smart Campaign with a Fills Out Form trigger - and a constraint that looks for the utm parameter string for the particular campaign you are tracking. For example:
Filled Out Form->is any
Web Page is-> name of LP
Referrer contains: utm parameter string
Send Thank you email
Change Program Status->Filled Out Form