I guess, you can achieve by the below way,

SELECT

CASE IsNull(COL1,'') WHEN '' THEN 'Is Null'

WHEN '0' THEN 'Is Zero'

WHEN '1' THEN 'Is One'

WHEN '2' THEN 'Is Two'

END

FROM

(

SELECT NULL AS Col1

UNION

SELECT '0' AS Col1

UNION

SELECT '1' AS Col1

UNION

SELECT '2' AS Col1

) TMP