SQL Server 2019

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CREATE TABLE Activities (
	UserID	int,
	ActivityDate	datetime,
	ActivityDay	int,
	ActivityTime	varchar(20)
);

INSERT INTO Activities (UserID,ActivityDate,ActivityDay,ActivityTime) VALUES 
 (123,'2020-01-20',1,'2:20 PM'),
 (123,'2020-01-23',4,'2:54 PM'),
 (123,'2020-01-24',5,'3:06 PM'),
 (123,'2020-01-28',7,'11:00 AM');
4 rows affected

CREATE TABLE userActivities (
	USerID	int,
	TimeFrom	varchar(20),
	TimeTo	varchar(20),
	ActivityDay	int
);

INSERT INTO userActivities (USerID,TimeFrom,TimeTo,ActivityDay) VALUES 
 (123,'1:40 PM','2:30 PM',10),
 (123,'2:30 PM','3:20 PM',10),
 (123,'1:40 PM','2:30 PM',2),
 (123,'2:30 PM','3:20 PM',2),
 (123,'9:10 AM','10:00 AM',5),
 (123,'11:15 AM','12:55 PM',7),
 (123,'12:05 PM','12:55 PM',7),
 (123,'9:10 AM','10:00 AM',8);
8 rows affected

SELECT DISTINCT 
  AD.UserID, AD.ActivityDate, AD.ActivityDay, AD.ActivityTime,
  CASE WHEN AD.ActivityDay = UA.ActivityDay THEN 'Yes' ELSE 'No' END AS [ActivityExists],
  CASE WHEN AD.ActivityDay = UA.ActivityDay THEN UA.TimeFrom ELSE '' END AS [Time]
FROM Activities AD LEFT JOIN userActivities UA 
ON AD.UserID=UA.UserID  AND AD.ActivityDay = UA.ActivityDay


UserID
ActivityDate
ActivityDay
ActivityTime
ActivityExists
Time


123
2020-01-20 00:00:00.000
1
2:20 PM
No


123
2020-01-23 00:00:00.000
4
2:54 PM
No


123
2020-01-24 00:00:00.000
5
3:06 PM
Yes
9:10 AM

123
2020-01-28 00:00:00.000
7
11:00 AM
Yes
11:15 AM

123
2020-01-28 00:00:00.000
7
11:00 AM
Yes
12:05 PM

UserID	ActivityDate	ActivityDay	ActivityTime	ActivityExists	Time
123	2020-01-20 00:00:00.000	1	2:20 PM	No
123	2020-01-23 00:00:00.000	4	2:54 PM	No
123	2020-01-24 00:00:00.000	5	3:06 PM	Yes	9:10 AM
123	2020-01-28 00:00:00.000	7	11:00 AM	Yes	11:15 AM
123	2020-01-28 00:00:00.000	7	11:00 AM	Yes	12:05 PM