Next to the button "Reply" is "Notify". Click on it.
I don't think that this is equivalent to following a thread which you have participated in. The "Notify" function will send you an email every time there is activity in the thread, won't it? That does not work for me, as it clutters my Inbox.
Seeing updated topics of interest whenever I check the "new replies to your posts" list is much preferrable for me. But I don't think there is a way to get a thread into that list without actually posting. Which is a pity!