For Lemmy, if nobody is subscribed to that community on your instance you have to copy the entire URL. E.g. you need to search for https://instance.social/c/sub in order to find !sub.
Once one person on your instance searches for it, then you can find it by searching !sub.
I don't know why Lemmy works like that. Kbin doesn't have the problem; you can find things by searching @sub@instance.social no matter what.
On Lemmy, if nobody is subscribed to a community on your instance, it doesn't appear in that view.
In order for it to appear, someone with an account has to go to the search bar at the top right of the page and type in the URL to the community manually. Then it'll appear after an initial search.
On large instances like Lemmy.world, you can almost guarantee someone has already done this for most popular communities - but newer/smaller communities may not appear because nobody on your instance has searched for them yet.
For smaller instances, there are likely multiple communities missing and you'd have no idea until you went to look for them.