Question: I'm using Bigquery's Java API. I'm running a select query and want the result saved to a destination table. 

I've set the loadConfig.setDestinationTable() but I am getting "Load configuration must specify at least one source URI". 

Could you please explain what am I doing wrong?

Answer: 
You don't want to set the loadConfig destination table, but the queryConfig.setDestinationTable() instead (since this isn't a load job -- it is a query job). As Fh said, if you share the code you're using we can give more detailed help.
Assuming you are running an interactive asynchronous query, you essentially want to pass the query, destination projectId, destination dataSetId and destination tableId in one request body. Refer to the Java API example here: <https://developers.google.com/bigquery/querying-data#asyncqueries>