the auto_increment is not supported by the SQL server. You need to use the IDENTITY property.
create table DimDestinationVAT (
id int IDENTITY(1, 1) NOT NULL primary key,
Warehouse_Code varchar(120),
VAT_Code varchar(120),
VAT_Value numeric(18,0),
Date_From date,
Date_To date
)
If you do not specify NOT NULL on the column, the column is nullable.