Don’t follow the link directly.

• Click on ‘Communities’ at the top of your page.
• In the search bar, enter the full community url, i.e. https://lemmy.ml/c/thruhiking.
• Click ‘Search’. Most likely nothing will happen immediately.

When you clicked Search, your instance started fetching posts from the thruhiking community on the lemmy[.]ml instance and storing it on your beehaw[.]org instance. Give it a second, then click search again. You should now see the community in the results.

Click it, and you’ll go to the community through your instance, keeping you logged in and able to subscribe and all that stuff.

This process only has to happen if you’re the first person on your instance to search for that particular community.