Issue creating clustered index on multiple columns in SQL Server

I recently came across an article on the Microsoft Tech Community blog about the availability of multi-column distribution for dedicated SQL pools in Azure Synapse Analytics (link: https://techcommunity.microsoft.com/t5/azure-synapse-analytics-blog/multi-column-distribution-for-dedicated-sql-pools-is-now-ga/ba-p/3774529).

I tried to run the attached query mentioned in the blog post, but I encountered an error.

Here are the details of my SQL Server environment:

• SQL Server Management Studio: 19.0.20209.0+f9a9d8f6
• SQL Server Management Objects (SMO): 16.200.48036.0+7d3b143d945e1aa638acdb02c0364e263d5ec973
• Microsoft T-SQL Parser: 16.0.22524.0+62eedb15cd3cde34e51c8fbbdf9b06e575ec912e
• Microsoft Analysis Services Client Tools: 16.0.19993.0
• Microsoft Data Access Components (MDAC): 10.0.19041.3208
• Microsoft MS: 3.0 6.0
• Microsoft .NET Framework: 4.0.30319.42000
• Operating System: 10.0.19045

Despite having the latest versions of these components, I'm still unable to create a clustered index multiple columns. I would appreciate any guidance or suggestions on how to resolve this issue.