I'm not familiar with how Lemmy does it, I'm a kbin user myself, but I believe it should be similar between the two. You subscribe on a community-by-community basis, so for example you'd put "piracy@lemmy.dbzer0.com" into the community search and then subscribe to it when it showed up in the results.

Edit: Indeed, when I visit https://lemmy.dbzer0.com/c/piracy there's a helpful bit of text in the sidebar:

You are not logged in. However you can subscribe from another Fediverse account, for example Lemmy or Mastodon. To do this, paste the following into the search field of your instance: !piracy@lemmy.dbzer0.com

You can just simply search community you want with the instance their in specifically. example being: @memes@lemmy.world