how to save an image column in MSSQL to file system?
The easiest way is to use SSIS: the Export Column component does
what you are looking for. Here is an example: Export images from a
SQL Server Table to a Folder with SSIS

This is not only the easiest way, it requires minimal permissions:
only SELECT permission on the table and access to file folder.
Also you can write a powershell script: Export SQL Server BLOB
Data with PowerShell

The user should be able not only access a table (SELECT
permission) but the rights to execute powershell scripts.
It can be done using bcp but only for 1 file at a time, so for
multiple files you need to write a cursor and use xp_cmdshell. Use of
xp_cmdshell is not a best practice, it should be enabled on your
server and you should have elevated permissions to be able to use
xp_cmdshell.
In case of bcp you should use format file, otherwise your files will contain additional 8 bytes and have a wrong format.