See the following topic in the SQL Server Help file:
* OPENDATASOURCE (Transact-SQL)
Example:
SELECT * FROM
OPENDATASOURCE(
'SQLNCLI','Data Source=London\Payroll;Integrated Security=SSPI'
).AdventureWorks2012.HumanResources.Employee
Also see documentation for:
* sp_addlinkedserver (Transact-SQL)
* sp_serveroption (Transact-SQL)