Unlike with a long code, Twilio does not handle your short code's HELP & STOP replies, or your opt-out list by default. You should build this functionality into your own short code messaging application. For information on carriers' requirements for short code HELP and STOP replies, please see this article.
With some exceptions, Twilio can handle your short code's HELP & STOP replies and opt-out list by request. For more details, please contact your account manager.