How to use a CASE expression in the WHERE clause?
You cannot use the CASE expression in DB2 this way. The result of a CASE expression cannot be a boolean value. Your WHERE clause might look something like this, if one were to blindly translate your code: 

WHERE
    COUNTRY_CD = '81930' AND 
    LANG_CD = '02' AND (
      ( PARM_ADTR_ID = 'ALL'  
        AND (AS_ADTR_ID_P IS NULL OR AS_ADTR_ID_P LIKE '%') ) 
       OR
      ( (PARM_ADTR_ID != 'ALL' OR PARM_ADTR_ID IS NULL)  
        AND AS_ADTR_ID_P LIKE LOC_ADTR_ID )
    ) AND 
    DEALER_CDE_VEGA LIKE '8%'


However, if you remove the redundant conditions it can be simplified like so (HT to ypercubeᵀᴹ, who wakes earlier:)

WHERE
    COUNTRY_CD = '81930' AND 
    LANG_CD = '02' AND (
      PARM_ADTR_ID = 'ALL' OR AS_ADTR_ID_P LIKE LOC_ADTR_ID
    ) AND 
    DEALER_CDE_VEGA LIKE '8%'