sp_addlinkedserver [ @server= ] 'server' [ , [ @srvproduct= ] 'product_name' ]
       [ , [ @provider= ] 'provider_name' ] [ , [ @datasrc= ] 'data_source' ]
       [ , [ @location= ] 'location' ] [ , [ @provstr= ] 'provider_string' ]
       [ , [ @catalog= ] 'catalog' ]

EXEC sp_addlinkedserver
   @server=N'S1_instance1',
   @srvproduct=N'',
   @provider=N'SQLNCLI',   -- SQL Server Native Client
   @datasrc=N'S1instance1';

------ Configure the linked server
-- Add one Windows Azure SQL DB as Linked Server
EXEC sp_addlinkedserver
@server='myLinkedServer', -- here you can specify the name of the linked server
@srvproduct='',
@provider='sqlncli', -- using SQL Server Native Client
@datasrc = 'myServer.database.windows.net',   -- add here your server name
  @location = '',
  @provstr = '',
  @catalog = 'myDatabase'-- add here your database name as initial catalog(you cannot connect to the master database)
-- Add credentials and options to this linked server
EXEC sp_addlinkedsrvlogin
    @rmtsrvname = 'myLinkedServer',
    @useself = 'false',
    @rmtuser = 'myLogin',             -- add here your login on Azure DB
    @rmtpassword = 'myPassword'-- add here your password on Azure DB
EXEC sp_serveroption 'myLinkedServer', 'rpc out', true;

CREATE VIEW UserObjects AS SELECT Id, UserId, Name, Description FROM myLinkedServer.myDatabase.dbo.UserObjects

public DbSet<User> Users {get;set;}
public DbSet<UserObject> UserObjects {get;set;}

var user  = await _DbContext.Users.Where(u => u.FirstName = "bob").Include(u => u.Objects);