[WorldMaker]

The reply button is always there: it's the left-pointing double arrow icon on the far left under each toot. (With the "sharrow" Boost icon next to that and the star icon for Like/Favorite beside that.) It even shows a count of replies sometimes (though sometimes it's things like "1+" because it isn't sure due to federation [1] or it is focused on a subset).

You can even click it when not logged in and it will give you a Federated Login popup, which is a bit confusing but even allows you to reply on a different instance from the you are looking at the public feeds of.

To see replies rather than to make a new reply you generally need to click into specific toots, in the common web UI that's by clicking the Date in the top right corner.

Some clients have nice "subway diagram" maps of reply threading rather than the straight line that the main Mastodon web client presents them as.

[1] The only instance guaranteed to see every reply is the originating instance, other instances only see a subset of replies due to vagaries in federation and who those servers follow. Sometimes even with a client that is better at threading replies it is still useful to follow toot "permalinks" to their originating instance to see deeper reply threads, especially when reading on smaller instances.