Unfortunately searching for it is probably the best way.
It is a little annoying but this is a common problem with federated social media services since links to content on different instances redirect to a whole different website.
Some apps like Jerboa have link handling for this built in for some of the larger instances, but It's a tough problem to solve since there could be an unlimited number of Lemmy instances each with their own separate URLs
It's definitely a new concept for people. I've been on Mastodon for a while so I'm already used to the idea of multiple instances
I think over time more people will figure it out and it won't be so confusing. Like how people intuitively understand that if you have a Gmail account you can still send emails to people on Outlook