Do you initialize your target variable as an instance of an object that has Name property? The following snippet works for me

Class Custom.Test Extends %RegisteredObject
{
Property Name As %String; 

ClassMethod SQL()
{
    set target = ##class(Custom.Test).%New()
    &sql(SELECT 'TestName' INTO :target.Name FROM MainFrame.EmployeeRecord)
    write target.Name
}
}

Also, assuming you are running your test in console, you can issue write $zerror it will tell you which property is missing (could be related to something in the source rather than the target)