Yes. It is possible. But the method changes according to the target database vendor.
Basically you will use the Heteregenous Gateway.
You can read the related documentation..
Here is a blog post for the reference;
https://ermanarslan.blogspot.com/2016/01/rdbms-oracle-to-sqlserver-dblink.htmlThis is for "Sql server to Oracle" db link, but the mehtodology is similar for other databases as well.