How do I filter null values from a query?
If I'm interpreting your question correctly (that you want to return Y if any User_Data_Field for any matching row is 14), you can do something like:

SELECT CASE WHEN SUM(IIF(User_Data_Field1 = 14, 1, 0)
                    +IIF(User_Data_Field2 = 14, 1, 0)
                    +IIF(User_Data_Field3 = 14, 1, 0)
                    +IIF(User_Data_Field4 = 14, 1, 0)
                    +IIF(User_Data_Field5 = 14, 1, 0)) &gt; 0 THEN 'Y'
ELSE 'N'
END USER_DATA_FIELD
FROM RHOP..EDSLKP.VENDOR_SITES VS
WHERE vendor_id = '91' 
GROUP BY VENDOR_ID
ORDER BY VENDOR_ID


IIF is only supported in SQL 2012 and above, so prior to that you'll have to stick with CASE WHEN.