Just figured it out myself - in the top-left menu, click your username and then +Add Account, then you can enter the URL of the Lemmy server you want to connect to along with your credentials. You can then switch back and forth between your logins on the different servers.
(edit) - Or do what @sexy_peach@feddit.de said below. I don’t know what I’m doing. :P
Of note - while logged into any one instance, you can also pick from the various filtering options:
So, selecting “All” at any given time will show you posts from all servers that are federated (share creds) with Lemmy.ml.
If you’re talking about the equivalent of a subreddit here on lemmy.ml, that’s just called a “community”. Click the “Create Community” link up at the top of the site. If you want to create your own whole Lemmy site with its own communities you can do that too, but you’d have to read the documentation on that.
Ah, so I see that I still don’t fully understand how it works. :)
Can I still post and comment in those communities while logged in through lemmy.ml?