These code snippets are to demonstrate how you should use PolyBase in step by step. You should have a blob storage and storage secret handy beforehand and execute this from SQL Server 2016 or Azure DW, etc.

0. Prerequisites.sql

DECLARE @serverName VARCHAR(20)
DECLARE @storageSecret VARCHAR(MAX)
DECLARE @storageLocation VARCHAR(MAX)

SET @serverName = convert(VARCHAR(20),(SELECT SERVERPROPERTY('ServerName')))

IF(@serverName = 'peet-bi-dev')
BEGIN
	SET @storageSecret = '{your_own_secret}'
	SET @storageLocation = 'wasbs://{container_name}@{storage_name}.blob.core.windows.net'
END
ELSE IF(@serverName = 'peet-bi-uat')
BEGIN
	SET @storageSecret = '{your_own_secret}'
	SET @storageLocation = 'wasbs://{container_name}@{storage_name}.blob.core.windows.net'
END
ELSE IF(@serverName = 'peet-bi-tst')
BEGIN
	SET @storageSecret = '{your_own_secret}'
	SET @storageLocation = 'wasbs://{container_name}@{storage_name}.blob.core.windows.net'
END
ELSE IF(@serverName = 'peet-bi-prd')
BEGIN
	print 'prd'
END

-- Following are one-off for each DW instance
-- A: Create a master key.
-- Only necessary if one does not already exist.
-- Required to encrypt the credential secret in the next step.

If(select Count(*) from sys.symmetric_keys where name like '%DatabaseMasterKey%') = 0
	CREATE MASTER KEY;

-- B: Create a database scoped credential
-- IDENTITY: Provide any string, it is not used for authentication to Azure storage.
-- SECRET: Provide your Azure storage account key.
DECLARE @SQL_SCRIPT VARCHAR(MAX)

If(select Count(*) from sys.database_credentials where name like '%AzureStorageCredential%') = 0
BEGIN
	DECLARE @CREATE_DATABASE_SCOPED_CREDENTIAL VARCHAR(MAX)
	SET @CREATE_DATABASE_SCOPED_CREDENTIAL = 'CREATE DATABASE SCOPED CREDENTIAL AzureStorageCredential
												WITH
													IDENTITY = ''user'',
													SECRET = ''{STORAGE_SECRET}''
											 ;'
	SET @SQL_SCRIPT = REPLACE(@CREATE_DATABASE_SCOPED_CREDENTIAL, '{STORAGE_SECRET}', @storageSecret)
	EXECUTE (@SQL_SCRIPT)
END

-- C: Create an external data source
-- TYPE: HADOOP - PolyBase uses Hadoop APIs to access data in Azure blob storage.
-- LOCATION: Provide Azure storage account name and blob container name.
-- CREDENTIAL: Provide the credential created in the previous step.

If(select Count(*) from sys.external_data_sources where name like '%AzureStorage%') = 0
BEGIN
	DECLARE @CREATE_AZURE_STORAGE VARCHAR(MAX)
	SET @CREATE_AZURE_STORAGE = 'CREATE EXTERNAL DATA SOURCE AzureStorage
									WITH (
										TYPE = HADOOP,
										LOCATION = ''{STORAGE_LOCATION}'',
										CREDENTIAL = AzureStorageCredential
									);'
	SET @SQL_SCRIPT = REPLACE(@CREATE_AZURE_STORAGE, '{STORAGE_LOCATION}', @storageLocation)
	EXECUTE (@SQL_SCRIPT)
END

	

-- D: Create an external file format
-- FORMAT_TYPE: Type of file format in Azure storage (supported: DELIMITEDTEXT, RCFILE, ORC, PARQUET).
-- FORMAT_OPTIONS: Specify field terminator, string delimiter, date format etc. for delimited text files.
-- Specify DATA_COMPRESSION method if data is compressed.

IF NOT EXISTS(select * from sys.external_file_formats where name like '%TextFile%')
BEGIN
	Create EXTERNAL FILE FORMAT TextFile
	WITH (
		FORMAT_TYPE = DelimitedText,
		FORMAT_OPTIONS (FIELD_TERMINATOR = ',',
						DATE_FORMAT = 'yyyy-MM-dd HH:mm')
	);
END

GO

1. Sample - Create External table.sql

-- Blix_Location
--if (select count(*) from sysobjects where xtype = 'ET' and name = 'Blix_Location') >= 1
--	DROP EXTERNAL TABLE ext.Blix_Location;
--GO

CREATE EXTERNAL TABLE ext.Blix_Location (
    [record_key] varchar(50) COLLATE SQL_Latin1_General_CP1_CI_AS NULL, 
    [LocationID] varchar(20) COLLATE SQL_Latin1_General_CP1_CI_AS NULL, 
    [LocationName] varchar(100) COLLATE SQL_Latin1_General_CP1_CI_AS NULL, 
    [effective_date] datetime NULL
)
WITH (
    LOCATION='/Blix/Blix_Location',
    DATA_SOURCE=AzureStorage,
    FILE_FORMAT=TextFile
);

GO

2. Sample - CTAS.sql

--if exists(select * from sys.sysobjects where xtype = 'P' and name = 'usp_CTAS_Blix_Location')
--	Drop Procedure ext.usp_CTAS_Blix_Location;
--GO

Create Procedure ext.usp_CTAS_Blix_Location
AS

BEGIN

	Create Table staging.Blix_Location_upsert
	WITH
	(
		Distribution=HASH(record_key),
		CLUSTERED INDEX (record_key)
	)
	AS
	SELECT * FROM ext.Blix_Location;

	RENAME OBJECT staging.Blix_Location TO Blix_Location_old;
	RENAME OBJECT staging.Blix_Location_upsert TO Blix_Location;

	DROP TABLE staging.Blix_Location_old;

	--move to DW
	execute dbo.usp_ETL_BLIX_Location

	--select * from staging.Blix_Location
	--delete from staging.Blix_Location
END;

GO