SQL Server: migrate one table to discrete DB server
If it is one time, then you should use bcp out and bulk insert .. much better and faster than the linked server approach that you are thinking, since in the linked server approach if you run the query on the source server then you are pushing the data from source server to destination server which is an expensive operation. Alternatively, you can use SSIS as well.

If you need to keep the data in the new server sync with the old one, then your only option is to use transactional replication.

Also, refer to my answer on : Which one is more efficient: select from linked server or insert into linked server?