XML Stack Overflow: How to save the SQL Server table xml column data in physical path as .xml format?

I have an sql server database table which has xml column name called "MESSAGE" and which will store xml data.

The database table look like,

enter image description here

Now I need to get this "MESSAGE" column data and save into System physical path as xml file(Ex: test.xml etc.,)

Any suggestion how to implement this using c#.net?

XML Stack Overflow