SQL Server Pivot Multiple Column and Value
If you have to do it on the SQL Server side, you can use GROUP BY with a CASE statement:

SELECT PERIOD, EMPL_NMBR, EMPL_NAME
    , IN_1 = MAX(CASE WHEN DAYX = 1 THEN [IN] END)
    , OUT_1 = MAX(CASE WHEN DAYX = 1 THEN [OUT] END)
    , IN_2 = MAX(CASE WHEN DAYX = 2 THEN [IN] END)
    , OUT_2 = MAX(CASE WHEN DAYX = 2 THEN [OUT] END)
    , IN_3 = MAX(CASE WHEN DAYX = 3 THEN [IN] END)
    , OUT_3 = MAX(CASE WHEN DAYX = 3 THEN [OUT] END)
    , IN_4 = MAX(CASE WHEN DAYX = 4 THEN [IN] END)
    , OUT_4 = MAX(CASE WHEN DAYX = 4 THEN [OUT] END)
FROM @data
GROUP BY PERIOD, EMPL_NMBR, EMPL_NAME;