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.)
Works the same way regular Mastodon profiles do. They'll look blank when viewed from your instance until someone from there follows them and starts them federating. In the meantime you can do the "view original profile" thing to see the actual community (or in the case of a Mastodon user, their full profile) and decide if they look interesting.
If you're the first person to follow them from your Mastodon server, then the feed will initially look empty from Mastodon because the posts haven't pulled across yet. (I'm sure @maegul can give a better explanation?)
Anyway, click follow and the new posts will begin appearing in your Mastodon feed.