Currently this process is rather painful as there is no way to look at all local communities of remote instance thru your instance and subscribe to them directly.
Instead there are two ways to get a remote community subscribed locally.
Manually go thru various instances, open the list of local Communities on their site then copy the bang “link” !lemmy_support in the side bar or the whole URL (lemmy.ml/c/lemmy_support) then paste it in your instance under community search. It might take a second to load the remote community so wait or press the search again after few seconds.
You can also do the URL-in-search-bar trick with posts and comments to forcefully load/sync them locally.
Keep in mind that instances will push new community events (upvotes, comments, posts) only when there is at least on subscriber, so in the case you fetch the remote community locally but do not subscribe, it will not be be actively synced and only few posts will be visible (with possibly wrong karma/comment counters and so on).