@sergiosgc
Nope. There are several ways of doing this. Using the GUI is the easiest, and the most common method. You can use SSIS, or the bcp command.
For example:
bcp "SELECT blah... FROM blah" queryout C:\..\blah.csv -c -t, -T –S<servername>
For example:
bcp "SELECT blah... FROM blah" queryout C:\..\blah.csv -c -t, -T –S<servername>