A Microsoft extension to the ANSI SQL language that includes procedural programming, local variables, and various support functions.
I think that you can use something like this:
select *,
case
when days <= 30 then 'past 30'
when days <= 60 then 'past 60'
when days <= 365 then 'past 365'
end as Category
from MyTable
cross apply (values (datediff(day, MyDateColumn, GETDATE()))) t(days)