4 Select Queries into one statement

UNION them together with UNION ALL:

SELECT 1 as ds, Count(DISTINCT[Form Number]) cnt
FROM   [dbo].[NEWVIEW]
WHERE  [Cohort Desc]IN( 'SSW' )
       AND [Episode Start]BETWEEN'2014-06-01'AND'2014-06-30'
           UNION ALL

SELECT 2 as ds, Count(DISTINCT[Form Number])asConversions
FROM   [dbo].[NEWVIEW]
WHERE  [Cohort Desc]IN( 'SSW' )
       AND [Episode Start]BETWEEN'2014-06-01'AND'2014-06-30'
       AND [Start Type Desc] = 'Continuing/Conversion'
   UNION ALL
SELECT  3 as ds, Count(DISTINCT[Form Number])asAchievements
FROM   [dbo].[NEWVIEW]
WHERE  [Cohort Desc]IN( 'SSW' )
       AND [Episode End]BETWEEN'2014-06-01'AND'2014-06-30'
   UNION ALL
SELECT  4 as ds, Count (DISTINCT[Form Number])asOutofFunding
FROM   [dbo].[NEWVIEW]
WHERE  [Cohort Desc]IN( 'SSW' )
       AND [Expected End] >= Dateadd(mm, Datediff(mm, 0, Getdate()), 0)
       AND [Expected End] < Dateadd(mm, Datediff(mm, 0, Getdate()) + 1, 0)