SQL Server - Linked Server - Using OPENROWSET with windows integrated security
Declare variable to get current instance name and pass value to OpenROWSet.

Enable Ad Hoc Distributed Queries

EXEC sp_configure 'show advanced options', 1
RECONFIGURE
GO
EXEC sp_configure 'ad hoc distributed queries', 1
RECONFIGURE
GO


OPENROWSET using windows authentication to fetch data

DECLARE @InstanceName VARCHAR(200),
    @sql NVARCHAR(MAX)
SELECT  @InstanceName = ( SELECT @@servername  )


SELECT  @sql = 'select a.* from openrowset(''SQLNCLI'', ''Server='
        + @InstanceName
        + ';Trusted_Connection=yes;'', ''select * from Databasename.dbo.TableName'') as a'

EXEC sp_executeSQL @sql