it would help with readability of you had much shorter table names or used aliasing and removed spaces and non alphanumeric characters as previous advised, but looks like you have missed out the bits in red and included the bits in green which must not be there (so remove them)
Code:
SELECT [SWP Employee Historical Database - Terminations].[Workday Empl ID], [SWP Employee Historical Database - Terminations].[Term Date], [SWP Employee Historical Database - Job & Organization Data].[Record Effective Date], [SWP Employee Historical Database - Job & Organization Data].[Empl Name]
FROM [SWP Employee Historical Database - Terminations] INNER JOIN [SWP Employee Historical Database - Job & Organization Data] ON [SWP Employee Historical Database - Terminations].[Workday Empl ID] = [SWP Employee Historical Database - Job & Organization Data].[Workday Empl ID] WHERE [SWP Employee Historical Database - Job & Organization Data].[Record Effective Date]=(SELECT Max([SWP Employee Historical Database - Job & Organization Data].[Record Effective Date]) FROM [SWP Employee Historical Database - Job & Organization Data] T Where [SWP Employee Historical Database - Job & Organization Data].[Workday Empl ID]=[SWP Employee Historical Database - Terminations].[Workday Empl ID] And [SWP Employee Historical Database - Job & Organization Data].[Record Effective Date]<= [SWP Employee Historical Database - Terminations].[Term Date]))
GROUP BY [SWP Employee Historical Database - Terminations].[Workday Empl ID], [SWP Employee Historical Database - Terminations].[Term Date], [SWP Employee Historical Database - Job & Organization Data].[Record Effective Date], [SWP Employee Historical Database - Job & Organization Data].[Empl Name]
HAVING ((([SWP Employee Historical Database - Terminations].[Workday Empl ID])='62111566'));
Also not sure why you are grouping since you are not summing or counting - use SELECT DISTINCT instead