You receive the following error message when trying to create a table in SQL Server Azure:
Msg 40514, Level 16, State 1, Line 1 'Filegroup reference and partitioning scheme' is not supported in this version of SQL Server.
In short, there are unsupported commands in Azure SQL as opposed to a full SQL Server. One of these is the ability to specify the partioning schema. If you used SQL Server Management Studio (SSMS) to generate your create table statements then it likely came with some code like "ON [PRIMARY]" at the end of the statement.
To fix the issue, remove all instances of "ON [PRIMARY]" from the create table statement.