Lucas segue exemplo
SET NOCOUNT ON;
DECLARE @sql NVARCHAR(4000), @caminho sysname, @CaminhoApaga sysname, @Cmd INTEGER
SET @Caminho = CONVERT(VARCHAR,DAY(GETDATE()),112)
set @sql = N'dir d:\Teste'+@Caminho+'.txt'
EXEC @cmd = xp_cmdshell @sql, NO_OUTPUT
IF @cmd = 0
BEGIN
set @sql = N'copy D:\Teste'+@Caminho+'.txt d:\docs\'
EXEC xp_cmdshell @sql
end