You're missing the keyword END
in your case statement. Also you missed an opportunity to use IN
e.g.
SELECT CASE
WHEN exitreason = 9
AND targettype = 3
AND targetdn = queuedn
OR exitreason IN ( 2, 3, 4, 5 )
AND targettype = 3 THEN 1
ELSE 0
END AS CallsVM
FROM queuecall queuecall1
INNER JOIN connect connect1
ON queuecall1.connecttableid = connect1.id
INNER JOIN call call1
ON connect1.calltableid = call1.id