SQL Server 2012 Import Wizard appending new data only
The Import/Export wizard builds out an SSIS package behind the scenes to perform EL (Extract and Load). It really doesn't have a Transform capability since it's a streamlined tool.

What you're trying to do is conditionally load data based on existence. Which is fine, that's a common pattern.

You're attempting to solve it by a non-working query.

select col1, col2, col3 from A where col1 not in (select col1 from 


DatabaseB.dbo.B)

This assumes that DatabaseB is on the same instance as A. If you established a Linked Server between A and B, then your query would work - whether it performs at acceptable levels is a different matter.

select col1, col2, col3 from A where col1 not in (select col1 from 


Server2.DatabaseB.dbo.B)

A more SSIS native way of doing this would be to add a Lookup between the Source and Destination that matches based on col1 but that cannot be done using the Import Export wizard. You'd have to edit the package using Visual Studio/SQL Server Data Tools (SSDT).

If you absolutely cannot edit the package for reasons, then you have to build 2 packages. The first will export all the Col1 IDs from Destination back to Source. You can then modify the source query to reference the local cache of ids instead of trying to cross servers.

Good all purpose read -> Stairway to Integration Services I think step 3 is an incremental load which is what you're looking for