How to add linked server using SQL commands

A linked server configuration allows Microsoft® SQL Server™ to execute commands against OLE DB data sources on different servers.
Linked servers offer these advantages:
Remote server access.
The ability to issue distributed queries, updates, commands, and transactions on heterogeneous data sources across the enterprise.
The ability to address diverse data sources similarly Using the below query we can add linked server
sp_addlinkedserver
Creates a linked server. A linked server allows for access to distributed, heterogeneous queries against OLE DB data sources. After a linked server is created by using sp_addlinkedserver, distributed queries can be run against this server. If the linked server is defined as an instance of SQL Server, remote stored procedures can be executed.
Command:
EXEC sp_addlinkedserver @server= SERVER NAME
eg, your server name is Hellotest then
EXEC sp_addlinkedserver @server = 'Hellotest'

sp_addlinkedsrvlogin
Creates or updates a mapping between a login on the local instance of SQL Server and a security account on a remote server.
Command:
EXEC sp_addlinkedsrvlogin  @rmtsrvname , 'TRUE' | 'FALSE' | NULL, @locallogin, @rmtuser,
@rmtpassword
eg,
EXEC sp_addlinkedsrvlogin 'myDBserver' , 'false', NULL, 'sa', 'password'

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Below is the script i have taken from my server as an example
/****** Object:  LinkedServer [Servernamehere]    Script Date:  ******/
EXEC master.dbo.sp_addlinkedserver @server = N'Servernamehere', @srvproduct=N'SQL Server'
 /* For security reasons the linked server remote logins password is changed with ######## */
EXEC master.dbo.sp_addlinkedsrvlogin @rmtsrvname=N'Servernamehere',@useself=N'True',@locallogin=NULL,@rmtuser=NULL,@rmtpassword=NULL

GO

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Hope this helps