You can use the engagement console to reply to all the messages on Twitter and Facebook. But in case of blogs, news and discussion forums, you will have to open the message in new TAB and comment the way you generally do on the site.
- In the conversation stream, hover over GEAR icon.
- From the different options, Click on the kind of interaction you want. (Reply, ReTweet or Mail)
- Reply Console will open accordingly to your selection.
- Compose a message and click on SEND.
In case of Facebook, you will find a similar interface like that in Facebook. You can simply click on the COMMENT BOX to respond.
*NOTE that for blogs, discussion and new sites it is not possible to have respond interface from the system itself because every site have their own comment interface different from each other.