Caldera Forms has the ability to trigger a custom JavaScript function after a form is submitted. This feature does not work with Connected Caldera Forms.
In version 1.1.1 or later of the Connected Caldera Forms add-on, you can use the cf.connected JavaScript event instead. This event fires when the connected forms sequence is advanced for when you go back.
If you need additional data passed back to the DOM, you can use the cf_form_connector_return_data filter, which was also added in Connected Caldera Forms 1.1.1.
Where Does This Code Go?
When using WordPress hooks to customize Caldera Forms or other plugins you should not modify the plugin files, or you will lose your changes when you update the plugin. Instead you should create a small plugin to hold the custom code. It's easy, learn how here.
Technically you can add the custom code to your theme's functions.php, but then you will not be able to change your theme and keep these customizations.