How to enable Ad Hoc Distributed Queries

The following command may help you..

EXEC sp_configure 'show advanced options', 1
RECONFIGURE
GO
EXEC sp_configure 'ad hoc distributed queries', 1
RECONFIGURE
GO

If ad hoc updates to system catalog is "not supported", or if you get a "Msg 5808" then you will need to configure with override like this:

EXEC sp_configure 'show advanced options', 1
RECONFIGURE with override
GO
EXEC sp_configure 'ad hoc distributed queries', 1
RECONFIGURE with override
GO

You may check the following command

sp_configure 'show advanced options', 1;
RECONFIGURE;
GO  --Added        
sp_configure 'Ad Hoc Distributed Queries', 1;
RECONFIGURE;
GO

SELECT a.*
FROM OPENROWSET('SQLNCLI', 'Server=Seattle1;Trusted_Connection=yes;',
     'SELECT GroupName, Name, DepartmentID
      FROM AdventureWorks2012.HumanResources.Department
      ORDER BY GroupName, Name') AS a;
GO

Or this documentation link