Tnx for answering, I don't know if this is what I am looking for. I can find a relation in BOL between Data Collection and this dcexec utility

I have this command string in a job step on a SQL2008R2 box:

dcexec -c -s 2 -i "MSSQLSERVER" -m 0 -e $(ESCAPE_NONE(STOPEVENT))

This is one of several, with slightly different commands, but all starting with dcexec.

It runs as a CMD command, so possibly I should not look for it in the SQL Server suite at all. BOL does not mention it as a stand-alone utility.