Boot Camp only supports GPT formatted disks. If you have a new hard drive and are formatting it for the first time with Disk Utility, make sure to create a GPT formatted disk:
1. Open Disk Utility
2. Under the View menu, select Show All Devices (if needed).
3. Select the drive (not a volume) and click Erase.
2. From the sheet that appears, make sure the Scheme is GUID Partition Map as shown below: