try following query,
SELECT
[HDSupervisor].[UserID] as 'Supervisor Name',
(CASE WHEN [HDSupervisor].Active = 1 THEN 'Active' ELSE 'In Active' END) AS Status,
(SELECT UserName FROM [Users] WHERE [Users].[UserID] = [HDSupervisor].[HDSupervisor].UpdatedByID ) AS 'Updated By',
[HDSupervisor].[LastUpdate] AS 'Last Update',
[HDSupervisor].SupervisorID
FROM [HDSupervisor]