TL;DR: To create a new post anywhere in the Fediverse, you have to have an account on the host where you want to create it. (As far as I know anyway.)
To participate in comments is slightly different, and in many cases, a comment made on a separate instance (or even platform) will show up on the original instance, provided the admins of each have set up respective federation.
Nonetheless, this can also fail. Consider several people on, say, kbin.social all subscribed to the same Lemmy community on some instance or another.
They'll all see each other's comments as well as the Lemmy users' comments, and be able to interact, but if that Lemmy's admin team decides not to allow external comments to be visible, the kbin folks will be talking to each other and no-one at the Lemmy, even if their comments are in response to, and show up underneath, a Lemmy user's message.
That Lemmy user would be totally clueless unless they knew to access kbin.social and check. And no-one's going to want, or even be able, to do the rounds of all potential Federation sites to see if they have unfederated responses.
What would be nice is if it was possible to log in to one Federation site with credentials for another, or have some non-specific login details that are shared across multiple, but I suspect that's a logistical nightmare waiting to happen.
Since I'm over a thousand characters in at this point, I might as well explain that you're getting this response two weeks late(r) because your post showed up on the kbin.social sidebar for me today for some reason.