I don't think people use the phrase "at this case" at all, and even "in this case" sounds a little odd in English. Instead of "in this case," people often use "in that case."
Examples
1. Joe says he's going to the party tomorrow. In that case, I won't be going.
[This implies that because Joe is going to the party, I won't be going. If Joe weren't going to the party, I would be going.]
2. I'm usually correct about these sorts of things, but in this case, I was wrong.
[This implies that while you're usually right about things, you were wrong for this one specific thing.]
3. Bob might need some help. In that case, why don't you help him?
[This implies that Bob might need some help later, so if he does at that time, then you should help him.]
4. Bob needs some help. In this case, why don't you help him?
[I'm not sure whether this would be considered very natural English since there are better ways to say the same information in a different way. This implies that Bob needs some help now, and since everyone else is busy, you should help him this specific time.]
I hope this helps!