I think you seem to be a bit confused here. If you want to create a linked server from suppose server a to server b, as you mentioned the only way you can access server b is through your login, and you do have read access for the db's on server b. If that's the case then you can use an option "Be made under the login's current security context" which you can find under the security tab for linked server. Your user login credentials should be same on both server a and server b.
Now, if you want to access server b from server a specifically using "sa", then you should understand that the password on server a and server b should both be same. You can use the option "Be made using this security context" this is also the last option under security tab...provide remote login details = "sa", and password for the same. Once created test the connection for success.