Or you can use EXISTS:
SELECT
sno, sname, address,
CASE
WHEN EXISTS(SELECT 1 FROM dbo.StudentDrillEnrolled sde WHERE sde.sno = s.sno) THEN 'Y'
WHEN EXISTS(SELECT 1 FROM dbo.StudentDrillNotEnrolled sdne WHERE sdne.sno = s.sno) THEN 'N'
ELSE 'N/A'
END AS Enrolled
FROM dbo.student s
SQL DBA,SQL Server MVP(07, 08, 09) A socialist is someone who will give you the shirt off *someone else's* back.