SQLQueryTableData-Important In SQL Server Management Studio, when I run the query 

select * from tablename


it shows me the data.

But, that table is not physically present in that database. Is it possible?
It may be that tablename isn't actually a table but is another database object that acts like a table.

To find out, run this bit of T-SQL in the database containing tablename:

select schema_name(schema_id),name, type from sys.objects where name='tablename'

This will return rows if it finds for any object called tablename in the database. If it returns 1 single row, and type is U then it is a table and you'll need to see why it's not showing in SSMS. This could be just that it needs refreshing, or your view may be filtered by schema or something else.

If the second column isn't a U then the object isn't a table (ie; it could be a view, or a synonym for another table, etc). There is a lookup list of values here - http://msdn.microsoft.com/en-gb/library/ms190324.aspx - which you can use to identify the object type.