Under Dashboard > Reviews > All Reviews, each review in the list has a Respond button. Depending on the review site and how it structures its webpages, the Respond button will take you to either the review site listing or the review itself.
Important: you will still need to log into your business owner account on all applicable review sites.
The Google Exception
Because Google does not allow review responses directly from a business listing, we've made the Respond link on any Google review land on the Google My Business homepage.
A GMB account provides a "command center" where a business owner can respond to any reviews on their Google listing (or listings - GMB is especially useful for businesses with multiple locations).
You can still click out to the Google review by clicking the small View on Google link that appears below the Respond button.