Thanks a lot for your help, I finally made it like this, and worked, i will check your solutions, and give you the correct answer in case it is ok, have a great time!
IF @object_type=2 AND @transaction_type IN ('A','U')
BEGIN
IF (SELECT ISNULL(T0.U_CodPost,'') FROM OCRD T0 WHERE T0.CardCode=@list_of_cols_val_tab_del)=''
BEGIN
SELECT @error=200, @error_message='cant add or update Zip Code in blank'
END
END