O elemento é igual a um dos valores SQL Server
Put parentheses around the "OR"s:
SELECT ads.*, location.county
FROM ads
LEFT JOIN location ON location.county = ads.county_id
WHERE ads.published = 1
AND ads.type = 13
AND
(
ads.county_id = 2
OR ads.county_id = 5
OR ads.county_id = 7
OR ads.county_id = 9
)
Or even better, use IN:
SELECT ads.*, location.county
FROM ads
LEFT JOIN location ON location.county = ads.county_id
WHERE ads.published = 1
AND ads.type = 13
AND ads.county_id IN (2, 5, 7, 9)
Vast Vendace