For instance, this one (link to a post to !memes@reddthat.com): https://reddthat.com/post/20260613
Pasting it in your search bar should give you this kind of results:
You can then click on it to access the post from your instance (in this example, lemmy.zip: https://lemmy.zip/post/16918691)
I was also not aware of this. If the Lemmy software can do this, doesn’t that mean there should be a way for apps and web interfaces to do this automatically?