I m trying to create temporal table in azure synapse datawarehouse.
CREATE TABLE dbo.Department
(
DeptID INT NOT NULL PRIMARY KEY CLUSTERED
, DeptName VARCHAR(50) NOT NULL
, ManagerID INT NULL
, ParentDeptID INT NULL
, ValidFrom DATETIME2 GENERATED ALWAYS AS ROW START NOT NULL
, ValidTo DATETIME2 GENERATED ALWAYS AS ROW END NOT NULL
)
WITH (SYSTEM_VERSIONING = ON (HISTORY_TABLE = dbo.DepartmentHistory));

As of August 2023, the Microsoft Learn (documentation) page Transact-SQL features supported in Azure Synapse SQL does not explicitly mention temporal tables or the
FOR SYSTEM_TIMEclause, but the section onSELECTstatements does mention thatThe documentation page for temporal tables themselves lists which versions of SQL Server it applies to, and does not include Synapse DW in that list:
Combined with the fact that you got a syntax error when you tried, it seems certain that this language feature is not currently supported in Azure Synapse DW. This may, of course, change in the future.