You can hit follow if their profiles are displayed on your server, it's just getting it to display on your server that can be tricky
Another thing is if you're looking at someone's profile on their server's website is just copy-paste the page's web address into Mastodon. This will also display the profile within your own server so you can interact directly.
If you're using a computer, there's a plugin for Firefox or Chrome called FediAct which does this automatically.