Hi @Velázquez Paulín Tania Noemi
Yes, as Olaf said, according to the official documentation, SQL Server 2022 (16.x) on Linux does not support linked servers for data sources other than SQL Server.
For more details, you can refer to this link: https://learn.microsoft.com/en-us/sql/linux/sql-server-linux-editions-and-components-2022?view=sql-server-linux-2017#unsupported-features-and-services.
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Best regards,
Aniya