Q:

Incorrect syntax near 'CLUSTERED in azure SQL

hi i am new to  partitioning concept  
while creating table with column store index in azure SQL i am getting error like 

Msg 102, Level 15, State 1, Line 15
  Incorrect syntax near 'CLUSTERED'. 

please find the below script that i ran in azure SQL
CREATE TABLE [dbo].[FactInternetSales]
(
    [ProductKey]            int          NOT NULL
  ,[OrderDateKey]          int          NOT NULL
,   [CustomerKey]           int          NOT NULL
,   [PromotionKey]          int          NOT NULL
,   [SalesOrderNumber]      nvarchar(20) NOT NULL
,   [OrderQuantity]         smallint     NOT NULL
,   [UnitPrice]             money        NOT NULL
,   [SalesAmount]           money        NOT NULL

)
WITH
(   CLUSTERED COLUMNSTORE INDEX
,   DISTRIBUTION = HASH([ProductKey])
,   PARTITION   (   [OrderDateKey] RANGE RIGHT FOR VALUES
                    (20000101,20010101,20020101
                    ,20030101,20040101,20050101
                    )
                )
)
;

A:

The DDL in your question is syntax for SQL Data Warehouse/SQL Parallel Data Warehouse rather than Azure SQL Database (or SQL Server on an Azure VM or on-prem).  One cannot use in-line syntax for the latter plus the DISTIBUTION clause is not applicable in these cases. 
Instead, create the partition function and scheme first and specify an ON clause with the partition scheme.  The index may be specified using either in-line syntax like the example below or separately using CREATE CLUSTERED COLUMNSTORE INDEX.... 
CREATE PARTITION FUNCTION PF_FactInternetSales_OrderDateKey(int)
AS RANGE RIGHT FOR VALUES(
      20000101
    , 20010101
    , 20020101
    , 20030101
    , 20040101
    , 20050101
);

CREATE PARTITION SCHEME PS_FactInternetSales_OrderDateKey
    AS PARTITION PF_FactInternetSales_OrderDateKey
    ALL TO ([PRIMARY]);

CREATE TABLE [dbo].[FactInternetSales]
(
      [ProductKey]            int          NOT NULL
    , [OrderDateKey]          int          NOT NULL
    , [CustomerKey]           int          NOT NULL
    , [PromotionKey]          int          NOT NULL
    , [SalesOrderNumber]      nvarchar(20) NOT NULL
    , [OrderQuantity]         smallint     NOT NULL
    , [UnitPrice]             money        NOT NULL
    , [SalesAmount]           money        NOT NULL
    , INDEX ccix CLUSTERED COLUMNSTORE ON PS_FactInternetSales_OrderDateKey(OrderDateKey)
) ON PS_FactInternetSales_OrderDateKey(OrderDateKey);

Note that you need a minimum of Standard Edition and S3 Service Objective to use columnstore in Azure SQL Database.  The query below will return your current configuration.  
SELECT
      DATABASEPROPERTYEX(N'YourDatabase', 'Edition') AS Edition
    , DATABASEPROPERTYEX(N'YourDatabase', 'ServiceObjective') AS ServiceObjective;

If necessary, you move to a higher tier using the portal or in T-SQL with the DDL below.  This may take a few minutes and you can run the above query to verify it has completed. 
ALTER DATABASE YourDatabase
    MODIFY (SERVICE_OBJECTIVE = 'S3');

I see you also tagged your question with SQL Server 2012.  Clustered columnstore indexes were introduced in SQL Server 2014 Enterprise Edition and, beginning with SQL Server 2016 SP2, can be used in other SQL Server editions as well.  In SQL Server 2012, only read-only non-clustered columnstore indexes are supported.