@Chris Wallace BCC'ing is something manually done by you. In case your customer replies you also need to forward that answer from your inbox to the BCC address to link again.
In case you don't want to do it manually you can always try out Pipedrive's email sync/sales inbox (unfortunately not available on all plans).
@Chris Wallace YOU CANNOT FORWARD EMAILS TO PIPEDRIVE!!!! You have to bcc them ONLY. If you forward them it attaches the Pipedrive email address to a specific contact, and forever afterwards will attach that contact to any further emails you forward. If you bcc them it works fine. It means that if you forget to bcc Pipedrive when you write to a client, you can only get the email into PD either by writing to the client again (which could irritate them) or by copying and pasting your email into your contact notes. Hope this helps.