With the help of Eirikur Eiriksson's code.You acn try this.

;WITH test

AS

(SELECT POLICY_DETAILS_ID,HISTORY_ID,CODE_ID,

ROW_NUMBER() OVER(PARTITION BY POLICY_DETAILS_ID,HISTORY_ID ORDER BY code_id) AS rn

FROM @POLHIST)

SELECT POLICY_DETAILS_ID,HISTORY_ID,

MAX(CASE WHEN rn = 1 THEN code_id END) AS Code1,

MAX(CASE WHEN rn = 2 THEN code_id END) as Code2,

MAX(CASE WHEN rn = 3 THEN code_id END) as Code3,

MAX(CASE WHEN rn = 4 THEN code_id END ) as Code4

FROM test

GROUP BY POLICY_DETAILS_ID,HISTORY_ID