The syntax for BULK INSERT statement is :
BULK INSERT
[ database_name. [ schema_name ] . | schema_name. ] [ table_name | view_name ]
FROM 'data_file'
[ WITH
So, the file name must be a string constant. To solve the problem please use dynamic SQL:
DECLARE @sql NVARCHAR(4000) = 'BULK INSERT TblValues FROM ''' + @FileName + ''' WITH ( FIELDTERMINATOR ='','', ROWTERMINATOR =''\n'' )';
EXEC(@sql);
it may help :)