The Query Builder has the Add Database for adding tables or views, ONLY from the same registered server.

For example, in Oracle, you can add tables from another schema (pic below).

For example, in SQL Server, you can add tables from another database (pic below).

Work around If the datasets existed in Excel Files, then there is the capability to join fields and query multiple Excel files (pic below).

This could be a work around for the server 1 and server 2 example.