You can't go to lemmynsfw.com and click subscribe because you don't have an account here. You need to click the subscribe button on your local server (lemmy.world). It's specific to nsfw communities. You can try https://lemmy.world/c/porn@lemmynsfw.com if you want to subscribe, or use the search bar and search for !porn@lemmynsfw.com (or any other community you like).

Because of the way Lemmy works, you won't see any comments on posts older than when the first person on your instance subscribed. So, if you're the first person on your community to subscribe to a particular "foreign" community it may seem like the community is rather dead at first glance.