Cyclomethicone is not one type of silicone, but a whole mixture of them: it's a mix of specific chain length (4 to 7) cyclic structured silicone molecules. (There seems to be a confusion on the internet whether Cyclomethicone and Cyclopentasiloxane are the same. They are not the same, but Cyclopentasiloxane is part of the mixture that makes up Cyclomethicone).
All the silicones in the Cyclomethicone mixture are volatile, meaning they evaporate from the skin or hair rather than stay on it. This means that Cyclomethicone has a light skin feel with none-to-minimal after-feel. It also makes the formulas easy to spread and has nice emollient properties.