First we need to create a server:

CREATE SERVER fdw_sqlserver_test 
  FOREIGN DATA WRAPPER ogr_fdw 
  OPTIONS ( 
    datasource 'MSSQL:server=CM_DOM\MSSQLSERVER12;database=hgis;UID=postgres_fdw;PWD=postgres_fdw', 
    format 'MSSQLSpatial'); 

If you're using Postgre SQL 9.5+, you can use the IMPORT SCHEMA command:

IMPORT FOREIGN SCHEMA "dbo.Wig100_skorowidz" 
FROM SERVER fdw_sqlserver_test INTO data_linked; 

Otherwise you will have to specify the table schema explicitly:

CREATE FOREIGN TABLE data_linked.dbo_wig100_skorowidz 
   (fid integer , 
    geom public.geometry , 
    oid integer , 
    gid integer , 
    version integer , 
    godlo character varying , 
    nazwa character varying , 
    nazwa2 character varying , 
    kalibracja character varying , 
    pas real , 
    slup real ) 
   SERVER fdw_sqlserver_test 
   OPTIONS (layer 'dbo.Wig100_skorowidz'); 

At this stage, you should be able to query the foreign table as if it was local.

This example is based on the ogr_fwd documentation, so it only shows the required stuff. A full example can be reviewed here:

https://github.com/robe2/pgsql-ogr-fdw

First let's create a foreign server:

CREATE SERVER fdw_wfs_test_opengeo 
  FOREIGN DATA WRAPPER ogr_fdw 
  OPTIONS ( 
    datasource 'WFS:http://demo.opengeo.org/geoserver/wfs', 
    format 'WFS'); 

Automagically bring in the schema:

IMPORT FOREIGN SCHEMA "topp:tasmania_cities" 
FROM SERVER fdw_wfs_test_opengeo INTO data_linked;

And issue a query against the foreign WFS table:

select city_name from data_linked.topp_tasmania_cities; 

Since this dataset contains only one record, our result should be Hobart.