Select Statement between different servers?

Export the data in Excel file
tehn import in new database

u can use linked server option

SQL Server has a few mechanisms to reach out to another server (even another server type) and query data from within a Transact-SQL statement. Among them are a set of stored credentials and information (called a Linked Server), a statement that uses a linked server called called OPENQUERY, another called OPENROWSET, and one called OPENDATASOURCE.

http://www.jensbits.com/2010/11/10/create-linked-server-sql-server-2008/

ankouny,

If you want to fetch the data from another server in a ad-hoc manner or one time, then you can go with OPENDATASOURCE query provided in my earlier comment.
If you want to do this is in a regular manner and periodically, then you can create a Linked Server ( provided you have appropriate privileges) and fetch records appropriately.

Yes, you can do it, if the servers are linked. See screen shot for more help  

PatelAlpesh,

>> Yes, you can do it, if the servers are linked.

You can also do it without creating a Linked Server using OPENDATASOURCE as I mentioned above..