Is there any cross server sql request utility like linqpad?

Is there any cross server sql request utility like linqpad?(at least pseudo cross server) or is there any way i can make cross server requests using management studio?

As discussed in the comments, use SQL Server Management Studio and Linked Servers.

Some specific resources here:

• SQL Server Linked Server Example Query

• Querying a linked sql server

Googling for something like SQL Linked Server Query Examples should uncover everything you need.