If you need to run T-SQL scripts/queries that utilize the xp_cmdshell stored procedure, SQL must be reconfigured to allow this:

• Launch SQL Management Studio and connect to the SQL server
• In the left pane, right click on the server name and select Facets
• Select Surface Area Configuration from the Facet drop down.
• Double click on the line which reads XPCmdShellEnabled to change the value from False to True
• Click OK

Another thing to keep in mind is that the SQL Server service account must have permission to any files/folders that the stored procedure will create/modify/delete!