By default the packages which source control needed are not as part of SSMS.
However you can try to enable the Visual Studio packages manually. See Source Control in SQL Server Management Studio (SSMS) for details.
To enable TFS integration in SSMS, follow these steps:
1) Close SSMS if it is running.
2) Install Visual Studio 2015 on your SSMS machine. If you don’t
already have Visual Studio, Community Edition will work fine. This is
a large download but you can save some space by unselecting all
languages during the Visual Studio install if your only purpose is to
enable Source Control in SSMS.
3) Edit the ssms.pkgundef file found at C:\Program Files
(x86)\Microsoft SQL
Server\130\Tools\Binn\ManagementStudio\ssms.pkgundef.
At the top of this file there are a series of packages grouped
together related to TFS Source Control features. These packages must
be removed from the pkgundef file. This can be done by either deleting
the section or commenting out each line using ‘//’. Here is an example
of what the section should look like if commented out:// TFS SCC
Configuration entries. The TFS entries block Team Explorer from
loading.
// Microsoft.VisualStudio.TeamFoundation.Lab
//[$RootKey$\Packages\{17c5d08a-602c-4dfb-82b5-8e0f7f50c9d7}]
// GitHub Package
//[$RootKey$\Packages\{c3d3dc68-c977-411f-b3e8-03b0dccf7dfc}]
// Team Foundation Server Provider Package
//[$RootKey$\Packages\{5BF14E63-E267-4787-B20B-B814FD043B38}]
// Microsoft.VisualStudio.TeamFoundation.WorkItemTracking.WitPcwPackage
//[$RootKey$\Packages\{6238f138-0c0c-49ec-b24b-215ee59d84f0}]
// Microsoft.VisualStudio.TeamFoundation.Build.BuildPackage
//[$RootKey$\Packages\{739f34b3-9ba6-4356-9178-ac3ea81bdf47}]
// Microsoft.VisualStudio.TeamFoundation.WorkItemTracking
//[$RootKey$\Packages\{ca39e596-31ed-4b34-aa36-5f0240457a7e}]
// Microsoft.VisualStudio.TeamFoundation
//[$RootKey$\Packages\{b80b010d-188c-4b19-b483-6c20d52071ae}]
// Microsoft.TeamFoundation.Git.Provider.SccProviderPackage
//[$RootKey$\Packages\{7fe30a77-37f9-4cf2-83dd-96b207028e1b}]
// Microsoft.VisualStudio.TeamFoundation.VersionControl.SccPcwPluginPackage
//[$RootKey$\Packages\{1b4f495a-280a-3ba4-8db0-9c9b735e98ce}]
// Microsoft.VisualStudio.TeamFoundation.VersionControl.HatPackage
//[$RootKey$\Packages\{4CA58AB2-18FA-4F8D-95D4-32DDF27D184C}]
// Visual SourceSafe Provider Package
//[$RootKey$\Packages\{AA8EB8CD-7A51-11D0-92C3-00A0C9138C45}]
// Visual SourceSafe Provider Stub Package
[$RootKey$\Packages\{53544C4D-B03D-4209-A7D0-D9DD13A4019B}]
// Microsoft.VisualStudio.TeamFoundation.Initialization.InitializationPackage
[$RootKey$\Packages\{75DF55D4-EC28-47FC-88AC-BE56203C9012}]
// Team Foundation Server Provider Stub Package
[$RootKey$\Packages\{D79B7E0A-F994-4D4D-8FAE-CAE147279E21}]
// Microsoft.VisualStudio.Services.SccDisplayInformationPackage
[$RootKey$\Packages\{D7BB9305-5804-4F92-9CFE-119F4CB0563B}]
// Microsoft.VisualStudio.TeamFoundation.Lab.LabPcwPluginPackage
[$RootKey$\Packages\{e0910062-da1f-411c-b152-a3fc6392ee1f}]
[$RootKey$\ToolsOptionsPages\Source Control]
[$RootKey$\AutoLoadPackages\{11b8e6d7-c08b-4385-b321-321078cdd1f8}]
// TFS SCC Configuration entries.
Once completed, start SSMS and the “Team” menu should be visible in
the SSMS menu bar. This menu and related features are the standard
Visual Studio functionality. This enables connections to TFS servers
or Git servers.