Scroll down to the bottom of any page of the thread you'd like to respond to. You'll see a text editor:
You will see the prompt text 'Write your reply...' to show you where you should type your message (hint: it's the big empty box).
When you've typed your reply, read it over again and made sure you are happy with it, then click 'Post reply' and it will be added to the very end of the thread.
You can find more information in the newbie guide here.