Never thought I’ll actually miss Enterprise Manager, but the newer one is even more confusing. So – no clue so far how to do such a simple task via the graphical interface, just execute the stuff below:
EXEC master.dbo.sp_addlinkedserver @server = N'server.domain.com\instance,tcport', @srvproduct=N'SQL Server'
EXEC master.dbo.sp_addlinkedsrvlogin N'server.domain.com\instance,tcport', false, null, 'sa', 'thesapassword'