There is a "Leave a comment' box at the bottom of the thread. Type your message and hit Post Comment. Your reply is added to the existing thread at the bottom of the thread. It won't create a new thread.
If you wish to reply to a specific post in a thread, click the Reply button on that post and it will reply to that specific post. Your reply will also be nested under the post you are replying to, so make sure you're clicking the Reply button on the correct post!
Another way to reply to a post in a thread directly is to click the red quotation marks on the post.