I previously wrote that the UCP SMS widget was not interactive. By that I meant that the widget would let me SEND texts. But, I had to close the widget and then re-open it, in order to see any REPLY texts. I have now resolved that problem.
To fix this, go to Admin --> User Management --> Edit User - UCP --> SIPStation SMS
Under Allow SMS, toggle it from “Inherit” to “yes”.
The SMS widget window will now display both SENDS and RECEIVES.