Query to insert data into columns and check for pre-existing values for those columns data
SQL Server:

INSERT INTO t1 (a,b) 
SELECT a, b 
FROM t2
EXCEPT
SELECT a, b 
FROM t1 


The EXCEPT operator compares the result sets of two queries and eliminates those rows in the first result set that match in the second result set. It uses an exact match to identify and eliminate rows.

There are other options of course, such as MERGE or using NOT EXISTS in your WHERE clause, however, for a simple query such as this EXCEPT will likely perform better.