If you search for a community for the first time (no user ever subscribe to that community in your instance), 20 posts are fetched initially.
After you subscribed, the community will send updates to your instance. So new posts, comments, etc will be federated going forward.
If you want to pull older posts or comments to your instance, you can paste their url into the search field and wait a few seconds to pull them. If you're pulling a comment, sibling comments are not fetched, only parent comments got included automatically.
I have my own instance and that first bullet point hardly ever works. I usually get a complete empty community. Occasionally I'll get one or two posts, but they will have no comments or votes. Very rarely everything comes through as expected.
In my experience, it usually happen when you try to subscribe to a community from lemmy.ml. Their server's datacenter appear to have a shitty peering and often timeouts depending on your location/ISP. If your instance is in US, it'll usually load but not always.