How can I transform a SQL table?

There is the following table for one teacher:

Is there any easy way to convert this table into the following one?

I tried to use PIVOT but can't figure out how to do it for an "infinite" number of rows but a finite number of columns.

We can try using a pivot query here with the help of COALESCE():

<!-- language: sql -->

SELECT
    NumberOfLesson,
    COALESCE(MAX(CASE WHEN DayOfWeek = 'Monday'
                      THEN LessonName END), '0') AS Monday,
    COALESCE(MAX(CASE WHEN DayOfWeek = 'Tuesday'
                      THEN LessonName END), '0') AS Tuesday,
    COALESCE(MAX(CASE WHEN DayOfWeek = 'Wednesday'
                      THEN LessonName END), '0') AS Wednesday,
    COALESCE(MAX(CASE WHEN DayOfWeek = 'Thursday'
                      THEN LessonName END), '0') AS Thursday,
    COALESCE(MAX(CASE WHEN DayOfWeek = 'Friday'
                      THEN LessonName END), '0') AS Friday
FROM yourTable
GROUP BY NumberOfLesson
ORDER BY NumberOfLesson;

You've got a solution with conditional aggregation but in case you're still wondering how to work it out with PIVOT:

SELECT NumberOfLesson,
  Monday    = COALESCE(Monday,    '0'),
  Tuesday   = COALESCE(Tuesday,   '0'),
  Wednesday = COALESCE(Wednesday, '0'),
  Thursday  = COALESCE(Thursday,  '0'),
  Friday    = COALESCE(Friday,    '0')
FROM dbo.TheTable 
PIVOT
(
  MAX(LessonName) 
  FOR DayOfWeek IN (Monday,Tuesday,Wednesday,Thursday,Friday)
) AS p
ORDER BY NumberOfLesson;

• Example db<>fiddle