Sql server 2014

Question

Hi....I have executed this query on visual studio command prompt like this,

 

"C:>sqlcmd -S DESKTOP-QWHJHG\SQLEXPRESS -U sa -P 123 -i F:\Myfile.sql"  

My file has thousands of records.After executing this my system Login/sign out operations will be very very slow. How can i Delete these no.of records from my drive or where it will be Stored/Saved??is in C Drive or Sql server DB?How can i Delete these no of records?

Thanks in advance.