Can EXEC master..xp_cmdshell be used on a set of data?

USE Northwind

DECLARE @name VARCHAR(32)
DECLARE @command VARCHAR(100)

DECLARE shell_cursor CURSOR FOR
SELECT LastName FROM Employees

OPEN shell_cursor

FETCH NEXT FROM shell_cursor INTO @name

WHILE @@FETCH_STATUS = 0
BEGIN
    SET @command = 'echo ' + @name
    EXEC master.dbo.xp_cmdshell @command
    FETCH NEXT FROM shell_cursor INTO @name
END

CLOSE shell_cursor
DEALLOCATE shell_cursor

GO