I decided to give you a couple of options but this really is a duplicate question I see pretty often.
There are two main ways of going about the problem.
1) Use LIKE to and compare the strings but you actually have to build strings a little oddly to do it:
SELECT *
FROM
@Table1 t1
WHERE
NOT EXISTS (SELECT *
FROM @Table2 t2
WHERE ',' + t2.clm02 + ',' LIKE '%,' + CAST(t1.clm01 AS VARCHAR(15)) + ',%')
What you see is ,1,2,3, is like %,clm01value,% you must add the delimiter to the strings for this to work properly and you have to cast/convert clm01 to a char datatype. There are drawbacks to this solution but if your data sets are straight forward it could work for you.
2) Split the comma delimited string to rows and then use a left join, not exists, or not in. here is a method to convert your csv to xml and then split
;WITH cteClm02Split AS (
SELECT
clm02
FROM
(SELECT
CAST('<X>' + REPLACE(clm02,',','</X><X>') + '</X>' AS XML) as xclm02
FROM
@Table2) t
CROSS APPLY (SELECT t.n.value('.','INT') clm02
FROM
t.xclm02.nodes('X') as t(n)) ca
)
SELECT t1.*
FROM
@Table1 t1
LEFT JOIN cteClm02Split t2
ON t1.clm01 = t2.clm02
WHERE
t2.clm02 IS NULL
OR use NOT EXISTS with same cte
SELECT t1.*
FROM
@Table1 t1
WHERE
NOT EXISTS (SELECT * FROM cteClm02Split t2 WHERE t1.clm01 = t2.clm02)
There are dozens of other ways to split delimited strings and you can choose whatever way works for you.
Note: I am not showing IN/NOT IN as an answer because I don't recommend the use of it. If you do use it make sure that you are never comparing a NULL in the select etc. Here is another good post concerning performance etc. NOT IN vs NOT EXISTS
here are the table variables that were used:
DECLARE @Table1 AS TABLE (clm01 INT)
DECLARE @Table2 AS TABLE (clm02 VARCHAR(15))
INSERT INTO @Table1 VALUES (1),(2),(3),(4),(5)
INSERT INTO @Table2 VALUES ('1,2,3')