You can do this through Visual Studio Database Projects or use a source control add-on tool like Red gate SQL Source Control to manage your SQL Server objects in SQL Server Management Studio.
To do this via Visual Studio, you can follow the steps below:
1. In Visual Studio 2005/2008/2010, click menu File->New->Project. Choose "Other Project Types"->"Database"->"Database Project". Type in your server connection info.
2.Use Server Explorer (under View menu) to connect to your database again. Highlight each database object (you can multi-select), right click, and choose "Generate Create Script To Project".
3. Once you've finished that exercise, you can bind the database project to version control.
For information on how to integrate Visual Studio 2005/2008/2010 with SourceAnywhere, please click here.