Leadership comes from the top. Being a federation has not stopped others working together - coordinated by the man (or woman or office) in charge / at the top or head executive point.
some examples:
Australia - Federal States
3 Sept 2020
"Prime Minister Scott Morrison has spoken of the challenges and the importance of the Federation after today's meeting with the National Cabinet, as
all states and territories except Western Australia agree to the revised national coronavirus plan"
Germany - Federal States
October 26, 2020
"The German chancellor
and the heads of the country’s 16 federal states thrashed out
an agreement on Wednesday
to extend and tighten measures against coronavirus, with rules eased over the Christmas holidays to let people celebrate together."
Germany's Covid rules in place for 'foreseeable future', says Merkel
EU - Federal States
October 13, 2020
"Over a month after
the European Commission unfolded its proposal on September 4, for coordination of measures restricting free movement in the European Union related to the coronavirus pandemic, the EU Council has approved the proposal.
Today,
October 13, the EU Ministers of Foreign Affairs have reached an agreement based on the Commission’s proposal, through which
they will implement common criteria on travel across the block amid the pandemic."
EU Countries Agree on Coordinated Travel Measures Amid COVID-19 - SchengenVisaInfo.com