Threads get opened in a pop-up dialog. This dialog contains a "reply" box where users can join the thread.
In the "mentions" inbox, clicking a mention will open the "thread" in the 3rd panel of the inbox if the reply was "to a thread."
Clicking a mention will open the conversation and route you to the specific comment in the conversation.
You can open a thread to view its collapsed conversations.
Use a "Reply to Comment" button that appears under a parent thread in the conversation view.