All incoming messages on orders accumulate on the Messages page of your store Admin area (Orders -> Messages):
To respond to a thread:
Locate the communication thread you require. You will be able to identify it by the order number shown in the Link column.
Click on the thread to access its contents.
You will be redirected to the Messages tab of the order details with the respective communication thread expanded.
You can also click on the order number:
In this case, you will be redirected to the order details page, where you can open the Messages tab to process the request further:
Respond to the communication by adding your message to the thread.
Type your response in the field that says "Write your message here" and click Submit.