This is telling us that four of the tables in the sample do not have clustered indexes. Azure SQL Database insists on a clustered index for every table. So without warranty, here is a script that I used to refactor my on-prem AdventureWorksDW2014 database. After making these fixes, I was able to deploy to Azure SQL DB from SSMS with no errors.
Julie includes the script she used to fix up AdventureWorksDW.