I have a lot of emails to which I apply labels and remove it from the Inbox. However, when a new email in the thread arrives, it again comes to my Inbox (and is also in that label's folder). How do I prevent it from coming it to the inbox? Please note that many a times, there are no specific rules for these (when I do give rules however, I say skip the inbox but otherwise, how to do?)
You can use Gmail's Muting feature to automatically have subsequent messages bypass the inbox, but that won't automatically apply the label. For that, you would need to create a filter action based on the subject line.