How do I read the messages by thread ...?

The Groups defaults to "List as Individual Messages" viewing messages by date. To view messages by thread click on "Group by Topic" which will list all messages in a specific conversation (or thread) together.

Topics are organized based on the date of the most recent post. Topics with the most recent activity appear first. Messages within Topic View can be re-resorted:
- Threaded: By default, messages within a topic are "threaded", meaning that replies to messages directly follow the original messages, even if other messages were posted in between.
- Chronological: By clicking the "Sort by Date" link at the top right of the message, the messages are resorted in pure chronological order.
- Reverse Chronological: Clicking the "Sort by Date" link again will re-sort again with the most recently posted messages at the topic.

See Also What are the Mirror Message Archives ...?