First we should configure the advance options, before configuring for xp_cmdshell.
-- To allow advanced options to be changed.
EXEC sp_configure 'show advanced options', 1
GO
-- To update the currently configured value for advanced options.
RECONFIGURE
GO
SELECT * FROM SYS.CONFIGURATIONS WHERE Name = 'show advanced options'
Disabling xp_cmdshell
EXEC sp_configure 'xp_cmdshell', 0
GO
RECONFIGURE
GO
-- Check the Disabled record.
SELECT * FROM SYS.CONFIGURATIONS WHERE Name = 'xp_cmdshell'
Enabling xp_cmdshell
EXEC sp_configure 'xp_cmdshell', 1
GO
RECONFIGURE
GO
-- Check the Enabled record.
SELECT * FROM SYS.CONFIGURATIONS WHERE Name = 'xp_cmdshell'