

Like others have said, you can follow accounts from those servers. If they present themselves as group actors, as Lemmy (unlike Mbin for example) doesn’t allow following non-group actors.
You can’t however just go to their website and log in with your Lemmy account. ActivityPub doesn’t have a built-in mechanism for this, but some platforms like Mastodon iirc have a solution and there have been efforts made to standardize something. But there’s nothing supported by the Lemmy side of the fediverse yet afaik.
If you want to subscribe to a group actor from Lemmy but can’t find them, try searching for the full URL from its home instance. That should tell it to go and fetch the actor. If you want a Lemmy-like experinece but also the ability to follow non-group actors, switch to Mbin. Same applies there, if you can’t find an actor on your instance, search for their full URL on the search page and it should fetch them from their home server.
Here you go.
Don’t know about Lemmy specifically, but there has been discussion on SSO in the fediverse in general. There is an FEP (Fediverse Enhancement Proposal) which lists some implementers. I have also heard the client-to-server API part of ActivityPub could be used for this, but I don’t think projects usually implement that (it’s optional). It should be theoretically possible to provide SSO for any fediverse project which has an API with authentication. I think. So sign in with Lemmy should be possible, but it’s up to those other projects to implement it.