You can target contacts that replied to your SMS using Automation.
Go to Automation -> Automations -> Create Automation.
In the visual builder, use the Replied SMS trigger and connect it to whatever action you like to do (for example add tag).
In the Replied SMS trigger, choose the SMS template.
Please note that the automated SMS template attached to the “SMS Replied” trigger must be the last SMS sent and delivered to the contact.
Save and publish your automation.