You would have to add another JOIN:
FROM MASTER_ALERT A
LEFT JOIN RESPONSE R ON A.PTICK_CODE =R.PTICK_CODE
JOIN MESSAGE_RESPONSE c ON c.? = ?.?
But we can't tell you what to replace the question marks with - we have no idea how your table data is related, and in order to use a JOIN you need to have a relationship (though not necessarily a formal one) between the tables. Almost certainly, MESSAGE_RESPONSE.message_initial contains values that are stored in one of your other tables, but we have no idea which one, or which column.