How do I use 'select into' statement between two instances of SQL Server?

Is there a way to do

SELECT A, B 
INTO [SERVER\INSTANCE_B].DATABASE.DBO.TABLE
FROM [SERVER\INSTANCE_A].DATABASE.D开发者_JS百科BO.TABLE

between instances? Do I have to create a linked server for this?

I think that you have to create a linked server on one of the instances where you want to run this query to achieve this.

You can also use SQL Server Import and Export Wizard to transfer data if this is a one time transfer. You can right-click on the database where you want the data to be imported to and select Tasks --> Import data... or alternatively select the database where you want the data to be exported from and select Tasks --> Export data...