question about stored Procedure and User-definde function

for creating stored function first click on database -> programmability->function->table-value functions or sclar-valued functions then right click and select new scalr-value or table-value function as you want.
example:->

--select * from DatabaseName.dbo.split('CON,CON1,CON2',',')
Create FUNCTION [dbo].[Split](@String varchar(max), @Delimiter char(1))
returns @temptable TABLE (items varchar(max))
as
begin
    declare @idx int
    declare @slice varchar(max)

    select @idx = 1
        if len(@String)<1 or @String is null  return

    while @idx!= 0
    begin
        set @idx = charindex(@Delimiter,@String)
        if @idx!=0
            set @slice = left(@String,@idx - 1)
        else
            set @slice = @String

        if(len(@slice)>0)
            insert into @temptable(Items) values(@slice)

        set @String = right(@String,len(@String) - @idx)
        if len(@String) = 0 break
    end
return
end

this function work like split functon of string.
for more look at Differences between Stored Procedures and Functions[^]