How to output to same line with relation information same table?
You can get this result by joining the table to itself. 

select c.dokumentgruppe 
    + ', ' + convert(varchar(10), c.dokumentgruppenr) 
    + ', ' + 'Parent:' + isnull(p.dokumentgruppe,'') 
    + ', ' + convert(varchar(10), c.parentgruppenr) 
    as Dokumentgruppe
from dbo.dokumentgruppe as c
  left join dbo.dokumentgruppe as p on c.parentgruppenr=p.dokumentgruppenr
where c.aktiv = '1'
order by c.Dokumentgruppe


This is an adjacency list style heirarchy, you can find a good introduction to them here: Sql Server Bible Sample Chapter 17: Traversing Hierarchies