Actualice los valores de las columnas de la tabla en función de la lógica condicional

Intente usar CASE declaración dentro de la ACTUALIZAR comando

UPDATE
    [yourtablename]
SET
    salary = 
         CASE 
            WHEN salary BETWEEN 10000 AND 15000 THEN salary + 5000 
            WHEN salary BETWEEN 15000 AND 20000 THEN salary + 7000 
            WHEN salary BETWEEN 20000 AND 30000 THEN salary + 8000 
            WHEN salary BETWEEN 40000 AND 60000 THEN salary + 10000 
            ELSE salary
         END