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:
- Open Disk Utility
- Under “View” in the menu bar, select “Show All Devices” (if not already selected).
- Select the drive (not a volume) and click the Erase button (shown below).
- From the sheet that appears, make sure the Scheme is set to “GUID Partition Map”: