Hi PankajSukla,
Yes! MS-SQL server has an option to export data in file. To export data in file, you have to select
'Result to File' or
'Result to Text' option in SQL server. After that your data will be saved in file. You can use also a third party tool to perform such kind of action. There are lots of famous tool in market which having functionality to import and export data from file. MindStick DataConverter is one of them which having such type of functionality.
MindStick DataConverter Download Path: MindStick-Unleash Your Imagination
I hope it will help you.