"Yes, you can do it.
Create "Operating system" type job step: "sqlcmd -S SQLSRV -i C:\Tests\TestCMD.sql"
example of TestCMD.sql file :
:Setvar BackFldr "C:\TestCMD\"
!!if exist C:\TestCMD\*.bak (move K:\TestCMD\*.bak K:\TestCMD\ARCHIVE\) ELSE (ECHO No files...