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.