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SET IDENTITY_INSERT Sales.MyOrders ON;

INSERT INTO Sales.MyOrders(orderid, custid, empid, orderdate, shipcountry, freight)
  EXEC Sales.OrdersForCountry
    @country = N'Portugal';

SET IDENTITY_INSERT Sales.MyOrders OFF;

From

Cover of Training Kit (Exam 70-461): Querying Microsoft® SQL Server® 2012

Note

Then INSERT INTO with EXEC allows the stored procedure to run in place of a SELECT and the parameter is specified to filter the resulting data that is inserted.