SQL Server is capable of reading XML and inserting it as you need. Here is an example of an XML file and insertion pulled from here:

XML:

<Products>
  <Product>
    <SKU>1</SKU>
    <Desc>Book</Desc>
  </Product>
  <Product>
    <SKU>2</SKU>
    <Desc>DVD</Desc>
  </Product>
  <Product>
    <SKU>3</SKU>
    <Desc>Video</Desc>
  </Product>
</Products>

Insert statement that is parsing the XML:

INSERT INTO Products (sku, product_desc) 
SELECT X.product.query('SKU').value('.', 'INT'),
       X.product.query('Desc').value('.', 'VARCHAR(30)')
FROM ( 
SELECT CAST(x AS XML)
FROM OPENROWSET(
     BULK 'C:\Products.xml',
     SINGLE_BLOB) AS T(x)
     ) AS T(x)
CROSS APPLY x.nodes('Products/Product') AS X(product);

The basic syntax for using bcp is:

bcp <table_name> <direction> <file_name> <options> 

Where the arguments take the following values:

• table_name is the fully qualified name of the table. For example, you might use inventory.dbo.fruits to insert records into the fruits table, owned by the database owner, in the inventory database.
• direction indicates whether you want to import (“in” direction) or export (“out” direction) data.
• file_name is the full path to the file. For example, you could import the file C:\fruit\inventory.txt.
• options allow you to specify parameters for the bulk operation. For example, you can specify the maximum number of errors allowed with the –m option. You may also use the –x option to specify an XML file format. Consult Microsoft’s bcp documentation for a full list.

Will need more info to know what switches to use, but it should be somehting like

bcp database.dbo.MyTable in "C:\folder\xmlfile.xml" -c -T

-c Performs the operation using a character data type.
-T Specifies that the bcp utility connects to SQL Server with a trusted connection using integrated security.

Also here is Microsoft's bcp Utility which should help you with knowing what switches to use.

Use SqlBulkCopy, you can load your data in datatable and then using SqlBulkCopy you can insert it in the table.

SqlBulkCopy

Lets you efficiently bulk load a SQL Server table with data from another source.

and

The SqlBulkCopy class can be used to write data only to SQL Server tables. However, the data source is not limited to SQL Server; any data source can be used, as long as the data can be loaded to a DataTable instance or read with a IDataReader instance.

SQL Server doesn't support fn::position() or preceding-sibling:: syntaxes. But you can use a hack involving << to get the position of each node.

So we calculate the position of each Column node, then push those values into the Value lookups

SELECT
  id         = x2.Row.value('@id', 'int'),
  Salutation = x2.Row.value('(Value[sql:column("ColIndex.Salutation")]/text())[1]', 'varchar(60)'),
  [Name]     = x2.Row.value('(Value[sql:column("ColIndex.Name"      )]/text())[1]', 'varchar(100)'),
  Birthday   = x2.Row.value('(Value[sql:column("ColIndex.Birthday"  )]/text())[1]', 'date'),
  [Filename] = x2.Row.value('(Value[sql:column("ColIndex.Filename"  )]/text())[1]', 'varchar(100)')

FROM @xml.nodes('/Root/Rowset/Columns') x1(Col)
CROSS APPLY (
    SELECT
       Salutation = x1.Col.value('let $c:= Column[@name="Salutation"][1] return count(Column[. << $c]) + 1', 'int'),
       [Name]     = x1.Col.value('let $c:= Column[@name="Name"]      [1] return count(Column[. << $c]) + 1', 'int'),
       Birthday   = x1.Col.value('let $c:= Column[@name="Birthday"]  [1] return count(Column[. << $c]) + 1', 'int'),
       [Filename] = x1.Col.value('let $c:= Column[@name="Filename"]  [1] return count(Column[. << $c]) + 1', 'int')
) ColIndex

CROSS APPLY @xml.nodes('/Root/Rows/Row') x2(Row);

db<>fiddle