In detail their definitions are:
COMPLY: To act in accordance with, and fulfilment of, wishes, desires, requests, demands, conditions, or regulations;
CONFORM: To act in accordance with an example or pattern;
FOLLOW: To adhere to, espouse the opinions, side, or cause of.
In your sentence I would go for the simplest one 'should follow other cultures'.
Comply tends to have legal or hierachical. e.g. I was complying with the law I was travelling at 45 kph. I complied with the techer's request to be quiet.
Conform is more about following the patterns of others. e.g. I did it in conformity to the practise and example of my predecessors.
Follow is a much more common word. e.g. I follow the teachings of the Prophet Muhammed ( p.b.u.h ). I follow Liverpool Football Club.
I will do abide by/observe/obey soon !!