While using cross-connection queries and using written for Oracle, it does not appear that a Create Table statement can be generated when doing a cross-connection. It is disabled from the icon bar drop down.
Unfortunately, there is no single step GUI function to Create Table statement when doing a cross-connection.
Get the data set from the cross-connection first, then use the import wizard to either import the results to an existing table, or create a table and import. Please see the following ToadWorld article that describes how to achieve this.