On desktop, logged into whatever instance on which you have an account, select "All" (instead of local) on the main page. This will enable you to see all communities on all instances. Click the subscribe button on the right to subsribe to a community. Note that the community doesn't have to live on your home server for you to subscribe. Federation makes it so that different instances can share information with each other. Not sureif theresyet a wayto do the above on any of the lemmy phone apps.

Edit: instance as in lemmy instance as in website. For example my home instance is reddthat.com.