Initially my reaction was... yes, yes you can... the insert syntax allows for the use of a select statement for the source of the data to insert...that's inherent in SQL. It's part of the language.

Then I noticed you're using two different databases.

Two things - first, this is more of a database question, the fact that you're using C# doesn't really play into this. I'll ask a mod to move it.
Secondly, the question really is "how to select data from one database to insert into another database"... and the answer depends on what database system (SQL Server, Access, MySQL, Oracle, etc) ... so we'll need to know that before moving on.

-tg