There is no direct equivalent to the ?.
operator in Scala.
The most concise implementation in Scala without introducing other symbols would probably be
val lst = if( words == null ) Nil else words.split(',')
or, leading up to the improvement below,
val lst = (if( words == null ) "" else words).split(',')
In Scala the general design rule is to avoid null values whenever possible, either through the use of Option[] or (as also in Java) through the use of singleton fallback values (here "", although Option is the preferred way).
But since you're apparently locked into using an API that does return null values, you can define a little helper function to wrap the API results. You can try the "fallback object" route with something like this:
def safe(s:String) : String = if( s == null ) "" else s
val lst = safe( words ).split(',')
or, a bit more verbose, with Option[]:
def safe(s:String) : Option[String] = if( s == null ) None else Some(s)
val lst = safe( words ) match { case None => Nil; case Some( w ) => w.split(',') }