If you need to compare some fields in row in SELECT statement, you can do this with CASE expression :
SELECT A.data_queue_name, 
       A.data_queue_library,  
       A.current_messages, 
       B.current_messages, 
CASE 
    WHEN 
      A.current_messages = B.current_messages 
        THEN ' ' 
        ELSE '**diff**' 
END
FROM swtgemts1 A JOIN swtgemts2 B ON A.data_queue_name = B.data_queue_name;| HBCLNT | ICBSDAT | 0 | 0 | |
| HBCLNTCTL | ICBSDAT | 0 | 0 | |
| HBIAS1CTL | ICBSDAT | 0 | 0 | |
| HBIAS2CTL | ICBSDAT | 0 | 0 | |
| HBIAS3CTL | ICBSDAT | 0 | 0 | |
| HBIAS4CTL | ICBSDAT | 0 | 0 | |
| HBIAS5CTL | ICBSDAT | 0 | 0 | |
| HBMULTCTLX | ICBSDAT | 4100 | 4100 | |
| HBPX000 | ICBSDAT | 30 | 24 | **diff** |