Without knowing anything else about your database and schemas, you could try using fully qualified names, like so:
INSERT INTO [DBContainingClr].[SchemaContainingClr].Clr
SELECT * FROM [DBContainingColor_tbl].[SchemaContainingColor_tbl].Color_tbl
UPDATE: OP has clarified that he is in fact trying to CREATE the table Clr
, and it doesn't exist at the moment. In which case the syntax should be:
SELECT * INTO Clr FROM Color_Tbl