CASE is an expression; it evaluates to some value or another. It is not a control-of-flow statement.

For what you're wanting you should use IF to determine what DELETE statement to run.

IF @Client='WINCO'

DELETE ClaimSummary_Winco

--and so on for the others

Also, if you're just deleting all the rows in the table with no filter, then you might look into using TRUNCATE instead. Of course, if you rely on DELETE triggers or that table is the parent table in a foreign key relationship, then TRUNCATE won't really work for you.

Cheers!

EDIT: I see Igor already posted most of what I said, so +1 to his post 🙂