SQL Server Equivalent of Oracle 'CONNECT BY PRIOR', and 'ORDER SIBLINGS BY'

Simulating the LEVEL column

The level column can easily be simulated by incrementing a counter in the recursive part:

WITH tree (empid, name, level) AS  (
  SELECT empid, name, 1 as level
  FROM emp
  WHERE name = 'Joan'

  UNION ALL

  SELECT child.empid, child.name, parent.level + 1
  FROM emp as child
    JOIN tree parent on parent.empid = child.mgrid
)
SELECT name 
FROM tree;

---

Simulating order siblings by

Simulating the order siblings by is a bit more complicated. Assuming we have a column sort_order that defines the order of elements per parent (not the overall sort order - because then order siblings wouldn't be necessary) then we can create a column which gives us an overall sort order:

WITH tree (empid, name, level, sort_path) AS  (
  SELECT empid, name, 1 as level, 
         cast('/' + right('000000' + CONVERT(varchar, sort_order), 6) as varchar(max))
  FROM emp
  WHERE name = 'Joan'

  UNION ALL

  SELECT child.empid, child.name, parent.level + 1, 
         parent.sort_path + '/' + right('000000' + CONVERT(varchar, child.sort_order), 6) 
  FROM emp as child
    JOIN tree parent on parent.empid = child.mgrid
)
SELECT * 
FROM tree
order by sort_path;

The expression for the sort_path looks so complicated because SQL Server (at least the version you are using) does not have a simple function to format a number with leading zeros. In Postgres I would use an integer array so that the conversion to varchar isn't necessary - but that doesn't work in SQL Server either.