For instance, this one (link to a post to [email protected]): https://reddthat.com/post/20260613
Pasting it in your search bar should give you this kind of results:
You can then click on it to access the post from your instance (in this example, lemmy.zip: https://lemmy.zip/post/16918691)
No I don’t think comments works that way. For one, your search returns no results when accessed from on my instance, or from lemmy.world, etc. And for another, I have seen comments have different numerical tags after the instance name - e.g. mousing over the chain link icon vs. the colored fediverse graph sign icon shows the different values there.