I suggest watching the tutorial videos:
https://www.netxms.org/forum/general-support/netxms-video-tutorial-series/
This particular topic is covered in video 8.
You can make use transformation script on DCI to do that. Sample script:
if ($1 == 0) { return "OK"; }
if ($1 == 1) { return "STATUS_1"; }
if ($1 == 2) { return "STATUS_2"; }
return "UNKNOWN (" . $1 . ")";