SELECT

prj.*,
prjg.*,
actg.*,
act.*
FROM dbo.Activity act
INNER JOIN dbo.ActivityGroup actg ON act.ActivityGroup = actg.IDActivityGroup
INNER JOIN dbo.ProjectGroup prjg ON actg.ProjectGroup = prjg.IDProjectGroup
INNER JOIN dbo.ProjectType prj ON prjg.ProjectType = prj.IDProjectType
WHERE prj.IDProjectType = 12
ORDER BY prj.IDProjectType, prjg.IDProjectGroup, actg.IDActivityGroup

SELECT
prj.ProjectType,
prjg.ProjectGroupName,
actg.ActivityGroupName,
act.ActivityName
FROM dbo.Activity act
INNER JOIN dbo.ActivityGroup actg ON act.ActivityGroup = actg.IDActivityGroup
INNER JOIN dbo.ProjectGroup prjg ON actg.ProjectGroup = prjg.IDProjectGroup
INNER JOIN dbo.ProjectType prj ON prjg.ProjectType = prj.IDProjectType
WHERE prj.IDProjectType = 12
ORDER BY prj.IDProjectType, prjg.IDProjectGroup, actg.IDActivityGroup