An MCP bootcamp is basically going to a certain location for several days in order to be immersed in preparation for the MCP exams. MCP stands for Microsoft Certified Professional accreditation, which can fall under the jurisdiction of any of the Microsoft accreditation exams.
The main reason you should not go to an MCP bootcamp is basically because cramming has little impact on your ability to pass the MCP exams. To pass the MCP exams, you need to be slowly but surely immersed in the knowledge and skills the exams will test you for. Taking the MCP bootcamp is like imbibing an MCP braindump you may gain trivia as knowledge but you do not get a step-by-step knowledge of what the Microsoft products are about.
It is better to take learning Microsoft product knowledge and skills in bits and pieces on a daily basis over a lengthy period of time. Fifteen minutes of self-study in a step-by-step manner is far more effective than sitting down for three straight hours to cram trivia into your head. Not only will you feel better by studying everyday for a limited period of time, but you will find this a more effective learning technique. It is good to find questions and their answers from previous versions of MCP exams. This gives you an idea of how the questions will be phrased and what type of information you will be quizzed on. The MCP exams aim to find your capacity on how the entire system works so if you can take time to do a step-by-step analysis of each portion of the Microsoft system you might be quizzed on, that would be best.