This query will tell you which department has the employee with the highest salary. But it won't tell you anything about who has that salary or what the highest salary.

Code:
SELECT deptno
  FROM emp 
 WHERE sal = 
     ( SELECT MAX(sal)
         FROM emp );
If you want to use the having clause then you need to specify group by and use the having clause to compare aggregate values like count.

Code:
SELECT deptno, COUNT(*)
  FROM emp
 GROUP BY deptno
HAVING COUNT(*) > 1
 ORDER BY 1;