So it's two part. The first is that federated communities have no central server. There is no way for an instance like lemmy.ml to know about all lemmy servers, because there's no central server keeping track.

Instead, a server only learns about another server when someone on that server searches for a community on another server. As far as I can tell, simply searching for a community is enough to make it show up on your instance's list of communities (assuming a valid community is found).

From my testing, adding one community does not automatically grab all communities. Only the specific community searched for will then show up under the Communities "All" list.

This is mostly just from my own testing running an instance. You can search more about how the fediverse works to learn more, there are always more posts trying to explain it (on of the biggest problems is trying to sell it as something different instead of focusing on the on-boarding process).