Lemmy.world is an instance - a server that hosts your account and any data.
UKCasual is a community, essentially a subreddit. Its stored solely on the Lemmy.world server
Whilst this community is stored on lemmy.world, if you’re logged into another instance you can still see and interact with the UKCasual community, but data remains on lemmy.world
I’m not sure if there’s a sync delay between instances etc