It’s not guaranteed that every federated app integrates with every other federated app in a particularly useful way. You kind of need to take it on an app by app basis:

• Kbin and lemmy integrate very well. “Magazines” on kbin show up as communities in lemmy. You have almost certainly already read and responded to posts and comments from kbin users, and you may have subscribed to communities on kbin.social, the largest kbin instance. Interacting between the two is pretty much seamless.
• Mastodon and Lemmy integrate, but less completely. If you’ve seen a post full of #hashtags and with an @thecommunity@instance mention, that’s probably from a mastodon user. I’m not sure how a lemmy user can initiate contact with a mastodon user, but a mastodon user can at-mention a lemmy community as if it were a mastodon user and doing that will create a lemmy post. Comments on the lemmy post look like replies to the mastodon toot.

Other fediverse projects will interact in varying specific ways, and you need to figure each pair out individually.