You’ll need to manually search for communities we’re not already federated with. If you go to the search bar you can search for them like so:
Then you’ll see them added to the community list and you can subscribe to them there.
Hopefully Lemmy will make this process easier/more obvious in the future.
Edit: the pinned post (https://lib.lgbt/post/508) has the same instructions phrased differently if those make more sense.