exec sp_configure 'show advanced options','1'
go

reconfigure with override
go

exec sp_configure 'xp_cmdshell', 1
go

reconfigure
go

-- 2, use AdventureWorksDW
go

CREATE TABLE [dbo].[talltypes](
 [rec] [smallint] NOT NULL,
 [cbinary] [binary](255) NULL,
 [cvbinary] [varbinary](255) NULL,
 [cchar] [char](255) COLLATE SQL_Latin1_General_CP1_CI_AS NULL,
 [cvchar] [varchar](255) COLLATE SQL_Latin1_General_CP1_CI_AS NULL,
 [cdatetime] [datetime] NULL,
 [csmalldatetime] [smalldatetime] NULL,
 [cdecimal17] [decimal](38, 8) NULL,
 [cdecimal172] [decimal](38, 38) NULL,
 [cnumeric5] [numeric](8, 2) NULL,
 [cnumeric10] [numeric](20, 4) NULL,
 [cfloat8] [float] NULL,
 [creal] [real] NULL,
 [cint] [int] NULL,
 [csmallint] [smallint] NULL,
 [ctinyint] [tinyint] NULL,
 [cmoney] [money] NULL,
 [csmallmoney] [smallmoney] NULL,
 [ctext] [text] COLLATE SQL_Latin1_General_CP1_CI_AS NULL,
 [cimage] [image] NULL,
 [cbit] [bit] NOT NULL,
 [timestamp] [timestamp] NOT NULL
) ON [PRIMARY] TEXTIMAGE_ON [PRIMARY]
go

exec master..xp_cmdshell 'bcp  AdventureWorksDW..talltypes in E:\MYAUTO~1\INSTAL~1\MSSQL1~1.SQL\MSSQL\Data\talltypes.bcp -n -T -E -SSQLPOD065-15\SQLEXPRESS'
go

A:
When you run BCP from SQL Env, using XP_CMDShell , its run in the context of Startup Account, which was Network Service and have very limited prvilage . When you run from OS ENV, its run in the context of  windows user which i assumed that a member of Administrator Group. If the server was configured mixed mode you could have passed -Usa -Ppassword instead of -T. -T is for trusted connection

Refer:

Service Account (SQL Server Express): http://msdn2.microsoft.com/en-us/library/ms143170.aspx
Security Considerations for a SQL Server Installation: http://msdn.microsoft.com/en-us/library/ms144228.aspx