There are a couple of options if you would like for your users to be able to respond back to a message they have received (2-Way Messaging).
1.) By utilizing a keyword (a preset word used to tie responses to your account), users can reply back and responses can be forwarded to a specified destination.
2.) By leasing a dedicated shortcode, replies can be accepted and delivered to you in the format that you wish them to arrive. (i.e., an email inbox, a listener page designed to accept responses, a software suite, etc.)
Rest of the World :
2-Way Messaging is available to customers. The service can be 'rented' for 1, 3 or 6 months as well as 1, 2 and 3 year increments. This service allows for replies to be received to a specified number or email inbox.