Hi Sofia,
I think this code suits your question
declare @t table([URN] varchar(max), MemeberId int,Name Varchar(50))
insert @t values ('00000071093585671',1,'GIRDHARI'),
('00000071093585671',2,'NIRALA'),
('00000071093585671',3,'KALINDI'),
('00000071093585671',4,'AJAY'),
('00000071093585671',5,'ADALTI'),
('00000071093587325',1,'RISHIKH'),
('00000071093587325',2,'CHANDRAMUKHI')
select t.URN
,STUFF((
select ',' + [Name]
from @t t1
where t1.URN = t.URN
for xml path(''), type
).value('.', 'varchar(max)'), 1, 1, '') [values]
from @t t
group by t.URN