-- Fetch data from the other database server
SELECT *
INTO #myTempTable
FROM OPENQUERY([DB2], 'SELECT * FROM [MyDatabaseOnDB2].[dbo].[MyOtherTable]')

-- Now I can join my temp table to see the data
SELECT * FROM [MyDatabaseOnDB1].[dbo].[MyTable] tab1
    INNER JOIN #myTempTable tab2 ON tab1.ID = tab2.ID