Lemmy is a broad federation of different islands, or sites. You can visit these sites from other sites and comment on their communities, or stay on your own island.
Hexbear is federated with some sites, like Lemmygrad, and defederated from others, like Blahaj.
Lemmygrad is its own equivalent to Hexbear, and people on Lemmygrad can and do participate in Hexbear discussions, and vice-versa.