1. You need t get all Forums by using GetForums method
2. You have to get all posts per forum by using GetPosts
Another option is returning all posts by using GetRecentPosts(int start, int max)
You can get all replies of a thread/post by using GetPosts(Guid parentID, bool descending, bool visibleOnly) method.
You can gather more information at our Developers Manual - Forums API
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