You can capture the output from a command executed with xp_CMDshell by doing something like this:
DECLARE @CMD VarChar(500)
DECLARE @Results TABLE
(
ID Int Not Null IDENTITY(1,1),
Line VarChar(256)
)
SET @CMD = 'dir C:\'
INSERT INTO @Results (Line)
EXEC xp_CMDShell @CMD
SELECT *
FROM @Results