自分の部門の平均よりも給与が高いすべての従業員を選択します

以下のクエリで試してください

Select * from employee a where Employee_Salary > (select avg(Employee_Salary) from 
employee b group by Department_ID having b.Department_ID = a.Department_ID)

または

Select * from employee a where Employee_Salary> (select avg(Employee_Salary) from 
employee b where b.Department_ID = a.Department_ID group by Department_ID)