I Want To Create Link With 2 Servers

I want to create link with 2 servers is that possible to do that. for example is like this,
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SELECT Products.ProductID,
Products.ProductName,
Products.CategoryID,
Categories.CategoryName
FROM [SERVER1].[Northwind].[dbo].[Products]
INNER JOIN
[SERVER2].[Northwind].[dbo].[Categories]
ON [Products].[CategoryID] = [Categories].[CategoryID]


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Products table has SERVER1 and Categories table has SERVER2