Not sure if I'll do a good job of answering this, but there are a few ways to discern between local and federated content. First, by how you filter content. e.g. by All or what you've Subscribed to.

Secondly, in two parts:
Next to the title it says where the link first came from, originally. That might be kbin.social, lemmy.world or it might youtube.com. In the latter one, each post in a thread also says who posted it with "[username], 3 hours ago to [thread]" That [thread] indicates the origin in the fideverse of that post. So if someone first posted that youtube link on lemmy.ml and then it was brought over here, that's where you'd find that out.

Note that you might have to hover over it to fully where it came from (that's the case on my desktop). For example, right now I see some post marked "[Username], 1 hour ago to Technology." Hovering over "Technology" reveals that it was @technology meaning that's where it came from.

On sh.itjust.works, there's a way to only see content from that instance. Not sure rn how to replicate that for kbin.social.

What makes federated threads show up here: because you've subscribed to it; because you are viewing m/all, and someone else posted it there. btw, if you want to post something from elsewhere here, you simply copy paste the federated link for it. You'll notice on a kbin article/post, when you click "more" there's the option of either a local link or a fediverse link. Other instances will have that option, which is what you'd want to copy.

Bringing in a url from elsewhere in the fediverse, btw, becomes one way to then be able to subscribe to it here (iirc).

There's a lot of good guidance for understanding kbin and the fediverse. It's just a little scattered everywhere in the many discussions that have been had. Don't be afraid to keep asking for clarifications. Plenty of us are trying to pay forward the help that we've received.

Hope this helps a little