Click Follow on the person's profile. Their posts then appear in your feed.
The button changes to Following with a tick, so you can always tell at a glance. Click it again to stop — see Unfollowing Someone Without Unfriending Them.
Where else you'll find it
In your Connections lists, beside anyone you're not following yet.
In People you may know and Based on your interests on the Connections page.
On the people cards in search results.
Follow or add as a friend?
Next to Follow there's usually Add friend — a different thing, and it needs the other person to accept. See Difference Between Following and Friending on Sociala.
If you're not signed in, clicking either one opens the sign-in window first.
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