How to select data of a table from another database in SQL Server?

You need sp_addlinkedserver()

http://msdn.microsoft.com/en-us/library/ms190479.aspx

Example:

exec sp_addlinkedserver @server="test"

then

select * from [server].[database].[schema].[table]

In your example:

select * from [test].[testdb].[dbo].[table]