inserting values into table from common_table_expression

I want to insert value retued from this table into a table . Direct 'insert into' is not working . How Can i do this

;WITH N(N)AS
(SELECT 1 FROM(VALUES(1),(1),(1),(1),(1),(1))M(N)),
tally(N)AS(SELECT ROW_NUMBER()OVER(ORDER BY N.N)FROM N,N a)
SELECT N day,datefromparts(@year,@month,N) date , DATENAME(dw,datefromparts(@year,@month,N)) dayname
FROM tally
WHERE N <= day(EOMONTH(datefromparts(@year,@month,1))) AND DATEPART(dw,datefromparts(@year,@month,N)) = 5 -- Thursday AND DATEPART(d,datefromparts(@year,@month,N)) BETWEEN @dayFrom AND @dayTo