Although it is something that Apple specifies on its website when ordering one of the new 27-inch iMac, it seems that some users who have chosen the option of a 3TB hard drive with Fusion Drive, are unhappy at the time. unable to use Boot Camp on your brand new computer.
This inconvenience only occurs in hard drive configurations with 3TB capacity, the rest of the models are not affected. Apparently, Bootcamp is not yet compatible with units of this size, fully affecting the new iMac that was presented on October 23.
The solution to this unforeseen event involves a update to the service that Apple offers to OS X users who want to use Windows natively. Meanwhile, there are virtualization options like Parallels or VMWare that, while not offering similar performance to running Windows natively, may be workarounds.
More information - The first 27-inch iMac ordered from the Apple Store online begin to arrive
Source - 9to5Mac