Well, technically you will respond to a "copy" of the post. However, everything is federated (shared). So your comment (the "original" on kbin.social) will be a "copy" on the other server (for instance lemmy.world). So while technically speaking people could be responding to "copies" of comments/post, everything will be shared between servers.

To make it more clear (perhaps): I have my own instance/server (k.fe.derate.me) and I use my own link, website and interface to type this reply (not related to kbin.social). When I hit "send", my reply will be stored on my instance. However, kbin.social will recieve a "message" from my instance that I replied. kbin.social will then save a "copy" of my reply on their instance/server and you will receive a notification that I replied. When you open your notifications and click on it you will see my reply, but it will be the local copy of kbin.social.