OK this is what I am trying to do.
I am running a query on another server
then I want to take the results from that query and have the results stored into another table on the local server.
And i want this to happen first day of each month around 3AM.

How is this possible. My main problem is just transferring the data.

try looking into remote procedure calls.

Call up a stored proc or do a select from server X but on server Y (requires that they have been linked) then output the stored procedure or select to the local server X.

select into test * from (Server Name).(Database Name).(Owner).(Table Name)

run this on the server you want to move the data to, not from.