Not all clients do it the same way. 
In Damus, go to search and search for a hashtag. The results come up, and at top of page, select “follow hashtag.”

In Primal, how it works differs by whether you’re on mobile or computer, but instead of following hashtags and them ending up directly in your feed, you use them to build different feeds that you can choose to view. All of that is managed with a button in the top right that looks like a box with lines on top (on mobile)