Delete records from one table using join with another table?
Remove the star! The syntax (see the DELETE page at MSDN), can be either:

DELETE
FROM Employees
...


or 

DELETE Employees
FROM Employees
...


or 

DELETE e
FROM Employees AS e
...


You probably don't need the stars in the '*sales*' string either. If you mean to find the rows with 'sales' string anywhere in that column, the wild card is % (see the LIKE page):

DELETE e
FROM dbo.Employees AS e
WHERE e.DeptNo IN
  (SELECT d.DeptNo
  FROM dbo.Departments AS d
  WHERE d.DeptName LIKE '%sales%') ;


I removed the LCase() as well. That is an Access function, not an SQL-Server one (thnx @Aaron). Add back (the equivalent LOWER()) if your database (or table) uses a case sensitive collation (the default is case insensitive so usually there is no need for such functions.)