Update (As suggested by @Aaron in the comment)
STRING_AGG is the preferred way of doing this in the modern versions of SQL Server.
Original Answer:
Use FOR XML PATH('')
– which is converting the entries to a comma separated string and STUFF() -which is to trim the first comma- as follows Which gives you the same comma separated result
SELECT STUFF((SELECT ',' + INSTITUTIONNAME
FROM EDUCATION EE
WHERE EE.STUDENTNUMBER=E.STUDENTNUMBER
ORDER BY sortOrder
FOR XML PATH(''), TYPE).value('text()[1]','nvarchar(max)')
, 1, LEN(','), '') AS listStr
FROM EDUCATION E
GROUP BY E.STUDENTNUMBER
Here is the FIDDLE