If you've received a message on an application, you'll have received an email copy. To respond, just reply to that email. The message will be sent to the underwriter on the application, and a copy will be attached to the application.
Alternatively, you can click the link in the email to navigate to the relevant application, click the Messages tab, enter your message to the underwriter there, and click Send. This will notify the underwriter on the case, and attach your message to the application.
Uploading/attaching extra documents
If you want to add more information after you've submitted an application, navigate to the application and attach documents by going to the documents tab of the case, then to 'uploaded files' and clicking on the file uploader button 'upload'.