You have to build a table before you run dbcc, like

CREATE TABLE #fraglist
(
ObjectName CHAR (255),
ObjectId INT,
IndexName CHAR (255),
IndexId INT,
Lvl INT,
CountPages INT,
CountRows INT,
MinRecSize INT,
MaxRecSize INT,
AvgRecSize INT,
ForRecCount INT,
Extents INT,
ExtentSwitches INT,
AvgFreeBytes INT,
AvgPageDensity INT,
ScanDensity DECIMAL,
BestCount INT,
ActualCount INT,
LogicalFrag DECIMAL,
ExtentFrag DECIMAL
)

Then you can run

INSERT INTO #fraglist
EXEC ('DBCC SHOWCONTIG (<objectid>)
WITH FAST, TABLERESULTS, ALL_INDEXES, NO_INFOMSGS')