If you go to lemmy.ml/communities then click All you will see communities from all federated instances. Communities from other instances will have @<instance> displayed. If you don’t see one in specific you can search for !<community>@<instance> (you may have to wait a minute and search a second time if it’s the first time anyone has searched for that community).
You wouldn’t even need to host your own instance, really. You could create a community and check the option that only mods can post. But you can’t follow people on Lemmy.