Lemmy has no support for following individuals as far as I know. As others have mentioned, Mastodon users can post to Lemmy by @-ing a community, and Lemmy users can interact with that post normally, and with any replies in it (or other replies made by Mastodon users).
It’s possible Lemmy users could directly @ Mastodon users, though I don’t have Mastodon, so I’m not sure.
If you want to be able to follow both communities and individuals, then that is basically the selling point of Kbin, though Kbin isn’t for me so I don’t know exactly how it works and where in your feeds posts by individuals you follow shows up.