You can use two methods to achieve this
1. Use SQLcmd
SQLCMD -S SERVERNAME -E -Q "SELECT Col1,Col2,Col3 FROM MyDatabase.dbo.MyTable"
-s "," -o "D:\MyData.csv"
Run this above command in a cmd and achieve the expected result.
2. Use OpenRawset
INSERT INTO OPENROWSET('Microsoft.ACE.OLEDB.12.0','Text;Database=D:\;HDR=YES;FMT=Delimited','SELECT * FROM [FileName.csv]')
SELECT Field1, Field2, Field3 FROM DatabaseName
You need to have the Microsoft.ACE.OLEDB.12.0 provider available. The Jet 4.0 provider will work, too, but it's ancient, so I used this one instead.
limitations:
The .CSV file will have to exist already. If you're using headers (HDR=YES), make sure the first line of the .CSV file is a delimited list of all the fields.