You can store baselines from different servers in one database - you can really do anything you want 🙂
You'll have to design a strategy and figure out how you're going to capture the data and move it over to the main database. Maybe you write it to tables in each local database, and then at night do an export and move it to the central database. Maybe you create a linked server and push the data across that way, or perhaps you create a SSIS package that captures and moves the data.
There are many options - you just need to decide what's in your comfort zone to create, and then make sure that what you implement doesn't adversely affect performance.
Good article, it will definitely point me in the right direction, I'm a very new DBA and I'm learning all the tricks and what to watch for.
One question, how can we store the same baselines from different servers into one database? I have about 4 different sql servers that I'd like to get the same baseline information but I want to store the database and values in one system.