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Online MSDN article "Execute Statements Against Multiple Servers Simultaneously (SQL Server Management Studio)" (SQL Server 2012) states:

Though, I removed any CMS (Central Management Server) instance and still getting the same results over multiple SQL Servers on 2 differing machines

No SQL Server 2012 Central Management Server

Seems like I am failing to find in online MSDN the illustration of the sense (or points) of an SQL Server Central Management Server.
Can you provide me with some?

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up vote 3 down vote accepted

The main difference between Registered Servers and Central Management Servers is where the server list is stored, and who it can be used by. There's no functional difference in multi-server queries -- at that point, the query window is connected to servers, regardless of which of the two features you used to get there.

It's unclear why that text is a warning in the documentation; I think it's just an advisory that you need to set up a server list before following any of the instructions (or they'd have to fork the instructions for Registered Servers vs. CMS). I think it should include language that indicates using Registered Servers (aka local server groups) is also a possibility, but I can see why they did what they did to simplify the instructions.

If you're interested in learning more about this topic, I have a two-part video series on my blog that you may like: Part 1, Part 2

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The Central Management Servers feature, introduced in the Standard and Enterprise Editions of SQL Server 2008, helps DBAs to maintain multiple SQL Server instances across an enterprise environment. The feature provides two major benefits when multiple SQL Server instances need to be affected by a specific action:

• An execution of a specific T-SQL query against SQL Server instances registered within Central Management Servers

• An evaluation of a set of policies on SQL Server instances registered within Central Management Servers. This is the benefit we are going to describe in further text

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