1. On your own instance ...
2. Paste "@paulg@mas.to" into the search dialogue and click the magnifying glass ...
3. Paul's profile will pop up in the results under "People".
4. Either click on the person icon to follow directly, or ...
5. Click on the avatar / profile name/description to view the profile page itself.
If you do click the "Follow" icon from mas.to (and don't already have an account there), you'll be prompted to do what I've described above.
Keep in mind that the Fediverse is, well, Federated. Someone else's home instance is where their bits and their configuration live. Your instance is where your configuration lives. You subscribe from your instance for that reason.
Some instances block others, in which case the profile won't appear, though odds are low that mas.to is among those yours has blocked.
(I've been on Mastodon since 2016, yes, this was confusing at first. I've since sorted it out.)
The underlying problem is that browsers are not designed with this sort of federated application use case in mind, so Mastodon and friends have to do some awkward tricks to get it to work at all.
Normal people do not care enough to go on a safari hunt for finding instances, user names of those claiming to have left Twitter or deleting their accounts or even bothering self-hosting just for a username on their own instance.
I know many people used Twitter.com or their official app, but many people find a simpler native app experience much more useful.
It's frustrating that the web platform doesn't accommodate federated services like Mastodon that span multiple servers very well, but those are the cards we're dealt. It does work, it's just not ideal.
It used to be different; in older versions of Mastodon, when you clicked on the Follow link on another instance, it asked for the name of your home instance, and redirected to a pre-filled follow screen on it. This was probably changed because it's an obvious phishing risk: it could redirect you to a fake domain which asked for your Mastodon account credentials (as if your login had expired), so it's not good to get people used to that kind of mechanic.