First off, that's a bad idea because it means you have duplicated data - and depending on what the data is that could mean significant wasted space in your DB. If you already have a foreign key relationship between the two tables it's a lot easier (and safer, as the data can't get out of sync if it isn't duplicated) to use a JOIN when you try to retrieve the info:
SELECT a.Col1, a.Col2, b.Col1, b.Col2, b.Col3 FROM MyFirstTable a
JOIN MySecondTable b ON a.Id = b.OtherTableId
If you must do the INSERT in a dangerous and poor design manner though, you can use an
SQL INSERT INTO SELECT Statement[
^].