Alter Table Add Column Syntax

Just remove COLUMN from ADD COLUMN

ALTER TABLE Employees
  ADD EmployeeID numeric NOT NULL IDENTITY (1, 1)

ALTER TABLE Employees ADD CONSTRAINT
        PK_Employees PRIMARY KEY CLUSTERED 
        (
          EmployeeID
        ) WITH( STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, 
        ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]

This is how Adding new column to Table

ALTER TABLE [tableName]
ADD ColumnName Datatype

E.g

ALTER TABLE [Emp]
ADD Sr_No Int

And If you want to make it auto incremented

ALTER TABLE [Emp]
ADD Sr_No Int IDENTITY(1,1) NOT NULL

The correct syntax for adding column into table is:

ALTER TABLE table_name
  ADD column_name column-definition;

In your case it will be:

ALTER TABLE Employees
  ADD EmployeeID int NOT NULL IDENTITY (1, 1)

To add multiple columns use brackets:

ALTER TABLE table_name
  ADD (column_1 column-definition,
       column_2 column-definition,
       ...
       column_n column_definition);

COLUMN keyword in SQL SERVER is used only for altering:

ALTER TABLE table_name
  ALTER COLUMN column_name column_type;