There's not much to it really. You make an account on an instance that takes your fancy, then click "All" instead of "Local" to see content from other instances. You can subscribe to other comms in other instances just the same as the local ones.

The only barriers are defederation (beehaw.org has defederated from lemmy.world and sh.itjust.works, also some have defederated from lemmygrad.ml) and editing. Defederation means you cannot see posts between instances, while edited comments appear to only be stored on the true host instance and aren't synced federally (I think the comments only sync when they're created).