You're looking on the wrong page, the page you linked to is for Azure databases, where I assume this feature doesn't exist. If you look at the CREATE TABLE page for SQL Server 2014 (the non-Azure version), the inline syntax is listed.

http://msdn.microsoft.com/en-us/library/ms174979%28v=sql.120%29.aspx

CREATE TABLE

[ database_name . [ schema_name ] . | schema_name . ] table_name

[ AS FileTable ]

( { <column_definition> | <computed_column_definition>

| <column_set_definition> | [ <table_constraint> ]

| [ <table_index> ] [ ,...n ] } )

[ ON { partition_scheme_name ( partition_column_name ) | filegroup

| "default" } ]

[ { TEXTIMAGE_ON { filegroup | "default" } ]

[ FILESTREAM_ON { partition_scheme_name | filegroup

| "default" } ]

[ WITH ( <table_option> [ ,...n ] ) ]

[ ; ]

< table_index > ::=

INDEX index_name [ CLUSTERED | NONCLUSTERED ] (column [ ASC | DESC ] [ ,... n ] )

[ WITH ( <index_option> [ ,... n ] ) ]

[ ON { partition_scheme_name (column_name )

| filegroup_name

| default

}

]

[ FILESTREAM_ON { filestream_filegroup_name | partition_scheme_name | "NULL" } ]

}

Main use I think for this will be table variables where you no longer have to jump through hoops to get non-unique indexes.