Yes, I think this is possible, well, let me explain.
You need to study and explore the use of distributed queries. A distributed request is executed on several servers and is usually used to refer to data that is not stored locally.
http://msdn.microsoft.com/en-us/library/ms191440.aspx
For example, server A may contain a table of my clients, and server B contains my table Orders. It is possible to use distributed queries to run a query that refers to both server A and server B, with each server controlling the processing of its local data (which may include the use of parallelism).
Now, theoretically, you can store accurate data on each server and specifically design your queries so that only a specific table refers to certain servers, thereby distributing the request load. However, this is not true parallel processing in terms of CPU.
If your goal is to balance the processing load of your application, then a typical SQL Server approach is to use replication to distribute data processing across multiple servers. This method should also not be confused with parallel processing.
http://databases.about.com/cs/sqlserver/a/aa041303a.htm
I hope this helps, but of course, feel free to ask any questions you may have.
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