As Christian said you just write the insert statements one below the other. Since you are inserting data into multiple table make sure you are using
Transcations[
^]
If you need the Primary key of one table to be inserted into another table use
SCOPE_IDENTITY (Transact-SQL)[
^] to retrieve the autogenerated primary key value. Below is a sample where data is inserted into table1, the primary key value is stored in a variable and then inserted into table2
BEGIN TRY
BEGIN TRANSACTION
DECLARE @PK_Table1 INT
INSERT INTO table1 (Col1, col2,..., coln) VALUES (value1, value2,..., valuen)
SET @PK_Table1 = SCOPE_IDENTITY()
INSERT INTO table2 (Col1, col2) VALUES (@PK_Table1, value3)
COMMIT TRANSACTION
END TRY
BEGIN CATCH
ROLLBACK TRANSACTION
END CATCH