If you ever find yourself needing to implement functionality that crosses the OS/SQL Server gap then PowerShell can fill that need quite nicely for you. PowerShell is also very good in a distributed environment where we need to communicate with and manage multiple instances that may not be directly reachable from one another rendering tools like Linked Servers and xp_cmdshell less than useful.

You could use tools like xp_cmdshell, the OLE Automation Procedures, Linked Servers, or other functionality built into T-SQL but you may find that in a security-conscious environment tools that access the file system or network from within T-SQL may not be sanctioned for use or will simply not be able to get the job done.