A Microsoft extension to the ANSI SQL language that includes procedural programming, local variables, and various support functions.
USE switches database context on the current connection. You can use SQLCMD mode in an SSMS query Window (menu bar Query-->SQLCMD mode) in order to use SQLCMD commands like :CONNECT in the example below. Note the the query window connection reverts back to the initial connection after each.
:CONNECT C_Server1
Use Per_A
Select * from YTR where surname like '%Test%'
GO
:CONNECT C_Server2
Use Cer_A
Select * from YTR where surname like '%Test%'
GO
:CONNECT C_Server3
Use Uer_F
Select * from YTR where surname like '%Test%'
GO