USE [mydb1]
SELECT *
INTO mytable1
FROM OPENDATASOURCE (
'SQLNCLI'
,'Data Source=XXX.XX.XX.XXX;Initial Catalog=mydb2;User ID=XXX;Password=XXXX'
).[mydb2].dbo.mytable2
/* steps -
1- [mydb1] means our opend connection database
2- mytable1 means create copy table in mydb1 database where we want insert record
3- XXX.XX.XX.XXX - another server name.
4- mydb2 another server database.
5- write User id and Password of another server credential
6- mytable2 is another server table where u fetch record from it. */