Det rätta svaret fick reda på, det borde vara så här:
Dim qdef As DAO.QueryDef
Set qdef = CurrentDb.CreateQueryDef("")
qdef.Connect = CurrentDb.TableDefs("[ANY LINKED TABLE TO MS SQL SERVER]").Connect
qdef.SQL = "EXEC sp_CopyData"
qdef.ReturnsRecords = False ''avoid 3065 error
qdef.Execute