Tente ver se os snap-ins do SQL estão presentes:
get-pssnapin -Registered
Name : SqlServerCmdletSnapin100
PSVersion : 2.0
Description : This is a PowerShell snap-in that includes various SQL Server cmdlets.
Name : SqlServerProviderSnapin100
PSVersion : 2.0
Description : SQL Server Provider
Se então
Add-PSSnapin SqlServerCmdletSnapin100 # here lives Invoke-SqlCmd
Add-PSSnapin SqlServerProviderSnapin100
então você pode fazer algo assim:
invoke-sqlcmd -inputfile "c:\mysqlfile.sql" -serverinstance "servername\serverinstance" -database "mydatabase" # the parameter -database can be omitted based on what your sql script does.