The process of creating partitioned table is described on MSDN as follows:
Creating a partitioned table or index typically happens in four parts:
1. Create a filegroup or filegroups and corresponding files that will hold the partitions specified by the partition scheme.
2. Create a partition function that maps the rows of a table or index into partitions based on the values of a specified column.
3. Create a partition scheme that maps the partitions of a partitioned table or index to the new filegroups.
4. Create or modify a table or index and specify the partition scheme as the storage location.
You can find code samples on MSDN.