Take query results and insert into new table
If you are trying to insert into a new table that has already been created, you can say:

    ;WITH Nbrs ( n ) AS (
        SELECT CAST(1 as BIGINT) UNION ALL
        SELECT 1 + n FROM Nbrs WHERE n &lt; 480000)

    INSERT dbo.ExistingTable(First,Second,Third,Fourth,Fifth,Sixth)
----^^^^^^ this line

    SELECT
     tblOrderRandomNumbers.[1] AS First,
     tblOrderRandomNumbers.[2] AS Second,
     tblOrderRandomNumbers.[3] AS Third,
     tblOrderRandomNumbers.[4] AS Fourth,
     tblOrderRandomNumbers.[5] AS Fifth,
     tblOrderRandomNumbers.[6] AS Sixth
    FROM
     Nbrs
    ...


If you trying to create a new table based on the output, you can say:

    ;WITH Nbrs ( n ) AS (
        SELECT CAST(1 as BIGINT) UNION ALL
        SELECT 1 + n FROM Nbrs WHERE n &lt; 480000)
    SELECT
     tblOrderRandomNumbers.[1] AS First,
     tblOrderRandomNumbers.[2] AS Second,
     tblOrderRandomNumbers.[3] AS Third,
     tblOrderRandomNumbers.[4] AS Fourth,
     tblOrderRandomNumbers.[5] AS Fifth,
     tblOrderRandomNumbers.[6] AS Sixth

    INTO dbo.NewTable
----^^^^^^ this line

    FROM
     Nbrs
    ...