Update (As suggested by @Aaron in the comment)
STRING_AGG is the preferred way of doing this in the modern versions of SQL Server (2017 or later). It also supports easy ordering.
SELECT
STUDENTNUMBER
, STRING_AGG(INSTITUTIONNAME, ', ') AS StringAggList
, STRING_AGG(INSTITUTIONNAME, ', ') WITHIN GROUP (ORDER BY INSTITUTIONNAME DESC) AS StringAggListDesc
FROM Education E
GROUP BY E.STUDENTNUMBER;
Original Answer:
Use FOR XML PATH('') – which is converting the entries to a comma separated string and STUFF() -which is to trim the first comma- as follows Which gives you the same comma separated result
SELECT
STUFF((SELECT ',' + INSTITUTIONNAME
FROM EDUCATION EE
WHERE EE.STUDENTNUMBER = E.STUDENTNUMBER
ORDER BY sortOrder
FOR XML PATH(''), TYPE).value('text()[1]', 'nvarchar(max)')
, 1, LEN(','), '') AS XmlPathList
FROM EDUCATION E
GROUP BY E.STUDENTNUMBER
Here is the FIDDLE showing results for both STRING_AGG and FOR XML PATH('').