You may have linked to a working folder instead of a natively supported VCS in SQL Source Control, which means that all you're doing is saving to the disk. You then have to use a separate VCS client tool to do the commit (with comment). Linking to working folder is useful if you prefer using your own tool or if you need to commit database changes alongside app code changes, for example, as you can then package all changes into the same revision/changeset.
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Redgate Software