Admins with Settings access can add any address to serve as the address recipients will reply to on a message. Add the address in the top-right corner of the screen, then confirm that you wish to send the address a verification email. Addresses must be verified before they can be used; the owner of that address will have to click a confirmation button in the email they get before the address can be selected in Messages.
Once the address has been added, admins can assign permissions for who can use that address with the settings icon. Only users with View Permissions will be able to see and select that address on the Message Details screen.
Note: Reply-to addresses cannot be verified until site / domain is live. If verification is not allowing you to complete, ensure that your site is live.