"My Arena" under your user name at the top of the page has a quick list of threads you have posted in. "User CP" will take you to a list of Thread you subscribe to(Not really sure what that means) and you can click on the link "View all Subscribed Threads" below the ones show when the page first load to see all the threads you have posted in.
As for notification as to when people reply to you I am not sure. I know forums use to do that via email, but I have not seen a place to set up that feature in awhile, but it could be i just have not looked hard enough.
Just found it. Under control panel -> Edit Options -> "Default Thread Subscription Mode" set it to instant e-mail notification.