Question

How to connect two databases in two servers with SQL Server ?

Answer 1

You need to look into using sp_addlinkedserver. On one server, you would need to run:
EXEC sp_addlinkedserver
N'OtherServerName',
N'SQL Server';

And then you can query the other server using the "four dot" method:
SELECT * FROM OtherServerName.OtherDatabaseName.dbo.TableName