One way is put the URL of the community you want to follow in the search box; that's how I'm able to follow /c/lemmy from lemmy.ml on the mastedon server I'm using.
Since you're on a lemmy server, you can also switch between Subscribed, Local, and All at the top of the main feed. "All" is all communities from all federated instances that someone on your home instance already subscribes to. If you see something in the All feed you like, you can join that community from there.