Pass-through - query processed remotely vs query processed locally

Write in this article something about "pass through" (select OPENQUERY) - query evaluated on the remote DB server.The other possibility is "query to linked server" evaluated on the MS SQL server. All the data get retrieved from the remote server and then MS SQL server locally processes the query on "all" the returned data from the remoted DB server. If you query big table (1 million records) on the remote DB server and "WHERE clause in the query" returns 1 record use pass-through (select OPENQUE