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:

GPT_Formatted2.png