XenForo, as with most forum software, is capable of sending courtesy notifications via e-mail when a user sends you a conversation. However, the e-mail is merely a notification of an incoming conversation--not the conversation, itself. As with most forum software, you must use the forums in order to respond to conversations. Replying via e-mail does not work. This is no different than vBulletin, IPB, MyBB, UBB, phpBB, or any other major forum software on the market.
Below is an example of an e-mail notification. Note that these notifications are sent from the default forum address, which is "[email protected]." Replying to the e-mail, accordingly, will send an e-mail to [email protected]--an alias that reaches me, Airmid, Andrasta, Magdalene, and Petra.
To reply to the conversation starter, you may either navigate to Stratics Forums directly or click "View this Conversation" in the e-mail, which will redirect you straight to your Stratics Forums inbox. Once you are viewing the conversation on Stratics Forums, as shown in the image below, you will be able to reply to the conversation starter.
Again, this system works the same as on most other forums. If you would prefer not to receive e-mail notifications, you may disable them in your preferences.