Follow the steps below to make your emails appear as follow-ups to your previous email.
Step #1 : In your campaign, click on the step you want to thread as a reply
Step #2: Inside the step's template, change the email type to "follow-up to previous email"
Step #3: Changing the type will cause your template's subject line to disappear. Instead, the subject line will be "Re: Previous Email's Subject Line"
Step #4: Click save. Your email step will now have an arrow underneath to show it has been marked as a follow-up