It depends on the firearm. In the simplest scenario, nothing stops the bolt from returning forward.
In the next simplest scenario, the follower in the magazine (what pushes against the cartridges) extends into the receiver in the path of the bolt and blocks it from returning. This basically only lets the user know that they’ve emptied the magazine, since removing it will let the bolt return forward.
The more typical and useful scenario is a firearm and magazine combination that have a bolt hold-open. Typically, this works by having a tab on the follower of the magazine that activates a part to hold the bolt back. Since it’s a part within the firearm itself, you can remove the magazine and the bolt will remain held back. This allows a user to insert a fresh magazine and deactivate the bolt hold-open without having to completely recock the firearm. Typically the hold-open is engaged just with friction, so either manually forcing it back out with an external bolt release control (typically a button, slide, or lever on the receiver) or charging the weapon (e.g. with the slide on a handgun) will disengage the hold-open and allow the bolt to return forward again.
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