SQL Query to get comma separated values ?

There are 3 ways to do this. You can try one by one and choose the one you like it.

1. Concat Rows using COALESCE

Select EmpName from Employee;
Declare @val Varchar(MAX);
Select @val = COALESCE(@val + ', ' + EmpName, EmpName) from Employee 
Select @val; 

2. Concat Rows using FOR XML PATH

To remove the leading comma:

Select SUBSTRING(
(
    Select ', ' + EmpName As 'data()' from Employee FOR XML PATH('') 
), 2, 9999) As Employees 

If you don't need the trailing space and just want a comma along a separator, then remove the data() function: 

Select Employees = STUFF((
Select ', ' + EmpName from Employee FOR XML PATH('')), 1, 1, '') 

3. Concat Rows using STRING_AGG

NOTE: This is available from SqlServer 2017 onwards

Select STRING_AGG(ISNULL(EmpName, ' '), ',') As Employees from Employee