By default, your instance will only know about communities on that instance and communities that users of that instance have intentionally subscribed to. Unfortunately, this causes problems for users of smaller instances unless the instance admins are running a federation helper bot, which basically scans remote instances for communities and adds them to the instance.
I found this out the hard way when I first tried Lemmy, since I picked a tiny instance due to the larger ones being overloaded in June. I had a hell of a time trying to subscribe to the communities for the new Lemmy apps I was trying out. I kept getting Community Not Found errors until I refreshed the page multiple times until it eventually found the community.