Very simple, from the source:

Lemmy Universal Link Switcher, or LULs for short, scans all links on all websites, and if any link points to a Lemmy instance that is not your main/home instance, it rewrites the link so that it instead points to your main instance.

In essence, any Lemmy link you come across is automatically redirected to your home instance.

Can be installed with Tampermonkey or ViolentMonkey (or similar tools).