In that case, you need an insert statement, not an update.

Insert puts new rows into a table, update modifies existing rows in the table.

Insert into dbo.MetaEvents (MetaFYStamp, MetaPerStamp, MetaDateStamp)

select cast([Fiscal Year] as varchar(4)),

cast([Fiscal Period] as varchar(2)),

cast([Date YYYYMMDD] as varchar(8))

from dim_calendar

where dim_calendar.[date] = (select max([invoice date]) from dbo.customer_salesanalysis) and (dim_calendar.division = '')