You could output to a file and run that. Any reason to do so instead of just executing it as dynamic SQL?

If you really insist on the output a file step, you could do the whole thing in a PowerShell script, or something like that. Or write that query as a View and use BCP to output it then use PowerShell to run it.

Easier would be to create a cursor for that Select statement, then step through it and execute each line as a command.

Or if you can be sure it'll all fit in one command, use the For XML Path('') trick to turn it into a single statement and execute it all at once. I'd use a cursor, though. Easier and more reliable.