Add Linked Data Source. If there is an orange linking field icon the data sources are automatically linked. See Connect to Your Data for more information.

Expand entries in the Data Source to select individual linked tables. In SSMS Expand Server Objects - Linked Servers - Right click on the Linked Server Folder and select New Linked Server Add New Linked Server The New Linked Server Dialog appears. Drag a field to the view.
See Connect to Your Data for more information.
Select the Data Source This screen is asking for a data source. In this dialog the name of a linked server and server type must be identified. The New Linked Server dialog is displayed. Here is the code to create the linked server.