Best Practices - Copying Table with datetime stamped on name
The message warns you, "after rename the table, any dependent objects like views, triggers, SP or function will fail to execute. Which is normal.

If you want to avoid this message, you can use following script to backup table in same database.

DECLARE @TableToBackup VARCHAR(128) = 'Tbl_MyTable'
DECLARE @BackupTableName VARCHAR(512)  = @TableToBackup+convert(nvarchar(MAX), getdate(), 13)

EXEC  ('SELECT * INTO ['+@BackupTableName+'] FROM '+@TableToBackup+';')


Thanks!