Lemmy does not offer that, unless you are using an app that does it (I don’t know which ones).

PieFed though just added user customizable “Feeds” that allow you to join together whatever communities you want, and then share that collection with everyone. Recent discussion about it.

There isn’t an official app for PieFed (although API testing is underway using Thunder, and iirc Interstellar also wants to add support for it), so it’s just accessed through a web browser.