Go to whichever comment/post on a lemmy instance you’re trying to comment on and copy the link in that little colorful icon below/above the comment/post (that’s the fediverse icon and the fediverse-wide interoperable link).
Then just paste that into your search field on your mastodon instance, and the rest is self-explanatory from there.
Boost for lemmy is what I use. Just add your accounts and then change the account.