This is one option that helps to catch this error:
BEGIN TRY
DECLARE @cmd varchar(1000)
SET @cmd = 'BULK INSERT [dbo].[tblABC]
FROM ''C:\temp.txt''
WITH (DATAFILETYPE = ''widechar'',FIELDTERMINATOR = '';'',ROWTERMINATOR = ''\n'')'
EXECUTE (@cmd)
END TRY
BEGIN CATCH
select error_message()
END CATCH
After this I got the following error in CATCH:
Cannot bulk load. The file "C:\temp.txt" does not exist.