We use SAS Studio with MS Visual Studio and Team Foundation Server (TFS) for change control now. It is simply a matter of creating a folder shortcut to the required TFS workspace (could be GIT also) and then you are good to go.
Checking out is done in Visual Studio and then you can save new changes to a program in SAS Studio. Once you have finished making changes you check the program back in in Visual Studio. It's that easy.