-- тот же домен, где находится сервера, все ок
select top 10 *
  from openquery (ADSI, 'select mail, SAMAccountName, givenname, sn, department, title, manager,  cn, userAccountControl
                           from ''LDAP://DC=домен_где_сервер,DC=...,DC=...''
                           WHERE objectCategory = ''Person'' ')

-- другой домен, ошибка
select top 10 *
  from openquery (ADSI, 'select mail, SAMAccountName, givenname, sn, department, title, manager,  cn, userAccountControl
                           from ''LDAP://DC=другой_домен,DC=...,DC=...''
                           WHERE objectCategory = ''Person'' ')

Msg 7321, Level 16, State 2, Line 1
An error occurred while preparing the query "select mail, SAMAccountName, givenname, sn, department, title, manager,  cn, userAccountControl
                           from 'LDAP://...'
                           WHERE objectCategory = 'Person' " for execution against OLE DB provider "ADsDSOObject" for linked server "ADSI".