SELECT
    1 AS Deptnumber
  , Dept
FROM tbl_students
WHERE Dept IN ('A', 'B', 'C')
UNION
SELECT
    2 AS DeptNumber
  , Dept
FROM tbl_students
WHERE Dept IN ('D', 'E')
UNION
SELECT
    3 AS Deptnumber
  , Dept
FROM tbl_students
WHERE Dept IN ('F')


Reference : 
https://stackoverflow.com/questions/1775168/multiple-select-statements-in-single-query
https://kb.objectrocket.com/postgresql/postgres-loop-types-1027