Yes, you need to supply your login information when using SQLCMD. Here is a sample from something I have done recently.

sqlcmd -S\Dbserver -U sa -P password1 -s, -W -i c:\apinvoice.sql

This would run the contents of the apinvoice.sql file.

Here are the contents of that file:

use CheckProcess

SET NOCOUNT ON

GO

select * from ap_invoice

:out E:\Imaging\Admin\SQLFiles\Invoices.csv

GO

This created a file with the contents