Even when you stay inside Lemmy and create a post inside a Lemmy community that post is first created on your server. And then announced to the target community's server.
Like, if you had an account on lemmy.ml and wanted to create a post in fediverse@lemmy.world. You would still create that post on lemmy.ml and only after a short delay would it appear on lemmy.world.
Hubzilla does something similar. The post has to first exist on their own server before it is copied over to the community's server.
It's the same for Mastodon posts. Or Wordpress posts or a myriad of other fediverse systems. The thingy is first created locally and then copied to other services that are listening by whatever means.