CONCAT is a SQL Sever 2012 function and does not exists in previous version. If you run the sqlfiddle that sgeddes created, which is setup as MS SQL Sever 2012, the query runs. However, if you change it to MS SQL sever 2008 and rebuild the schema it throws an error. I assume you're not running 2012 because you're getting a concat error.
http://msdn.microsoft.com/en-us/library/hh231515.aspx
Wrapping the function in brackets will make it work but I don't see the need.
SOCALNoob hit the nail on the head. The + will combine columns and text together quite nicely. I don't see why the below would not work.
LTRIM(RTRIM(dbo.gpEmployeeList.firstName)) + ' ' + dbo.gpEmployeeList.LASTNAME) AS DisplayName