For those unfamiliar with it, Lemmy is basically a federated version of Reddit, distributed across multiple servers like Mastodon. (For anyone who wants to delve further, lemmy.ml, beehaw.org, and aussie.zone are three popular Lemmy instances.)
From Mastodon, you can follow any Lemmy group by following its handle, exactly the same way that you would follow a Mastodon account. Any new posts to that group will then begin appearing in your Mastodon feed.
Even better, if you start a thread on Mastodon, you can also post it to a relevant Lemmy group just by including its handle in your post. (Please note this only seems to work with the first post of a thread.)