That would be correct as part of a SELECT statement. CASE isn't a statement, it's an expression used within a query.

So

SELECT

CASE WHEN fmwa.GroupNbr<>'' THEN 'NO'

WHEN dind.DefaultIndicator='Y' THEN 'YES'

ELSE 'NO'

END AS Default_ID,

CASE WHEN tagagt.AgencyName=''

THEN RTrim(LTrim(tagagt.LastName)) + N', ' + RTrim(LTrim(tagagt.FirstName))

ELSE RTrim(LTrim(tagagt.AgencyName))

END AS WA_Name

FROM <some table> ....