How does @reply work on twitter?

Ok i honestly dont understand my twitter lol. So a band followed me and sent me a message and told me to check out a song and @reply about what i thought. I really dont understand this. So do i just tweet @ and then the bands name and they will get it? Are direct messages not like emails, I cant just send them a... show more Ok i honestly dont understand my twitter lol. So a band followed me and sent me a message and told me to check out a song and @reply about what i thought. I really dont understand this. So do i just tweet @ and then the bands name and they will get it? Are direct messages not like emails, I cant just send them a message back? Also is there anything else i need to know about twitter? Thanks!
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