User accounts are fragmented and just because you signed on at lemmy.world doesn’t mean your account exists on lemmy.ca.
https://github.com/LemmyNet/lemmy/issues/1985
Communities are fragmented and /c/games on lemmy.world is completely different than the one on lemmy.ml with its own users, set of posts, etc.
Lemmy does not currently allow for instance or user migration.
https://github.com/LemmyNet/lemmy/issues/3057
Nor does it allow for shared communities (ie the aforementioned /c/games is unified across multiple instances)
https://github.com/LemmyNet/lemmy/issues/3100
We are in the early days. If you’re eager feel free to join in the development on these any many other core issues. There’s real potential here.
You can choose to show “Subscribed” communities—only the ones you’ve chosen, “Local” communities—only the ones on Lemmy.World, or “All”—which will pull from all the communities federated with Lemmy.World.
So to answer the question, posts from outside your home instance will show up in your feed, should you choose for them to.