However, in order to copy data between one server (or instance) and another, you will have to use one of these techniques. SQL Server does not allow you to write a single select to move data from one server to another without establishing a connection via linked server or using SSIS or some other integration tool. Please do look at the transact-sql help file (a.k.a. "BOL") and see how linked servers work. Once that link is established, you can use the form
insert into dbo.mytable
select * from [LinkedServer].[Database].[Schema].[Table]
where each node corresponds to linked server name, database name, schema name (usually dbo) and table name. You can even join the tables across these links, although performance may not be great.