You can put that url into the search (magnifying glass in the top right) and then you'll be able to view that post within your instance.
But there's something even better - if you put "!asklemmy@lemmy.ml" into the search then you'll see a bunch of posts appear from that community.
Just above the list of search results is a link saying " asklemmy@lemmy.ml - 29 subscribers". It is not very obvious or highlighted in any way. Lemmy should fix this.
Click on that and the contents of that community will be displayed - crucially, it'll be displayed by your instance. You haven't gone to lemmy.ml, you're still on your home instance (check the address bar of your browser).
In the top right there is a nice big "Subscribe" button. Click it. Now all the posts made in that community will show up in your home feed.