Error when tuning a stored procedure: "This type of SQL Statement is not supported". (18034)

Error received when tuning a stored procedure: "This type of SQL Statement is not supported".

Does TOAD for SQL Server support the tuning of stored procedures that contain CREATE statements?

SQL Optimizer supports only a single SELECT, SELECT INTO, DELETE, UPDATE, and INSERT SQL statement.  CREATE statement or  procedures are  not supported for Optimization.

For multiple SQL statements or PL/SQL code, first use the SQL Scanner module to extract the SQL statements.

Also not supported:

Linked Server  
OPENQUERY