Most version control tools operate on the local disk file system.
Database objects for most relational database systems
w.r.t the changes made directly into the SQL server by other users: I dont know how practical this is for you, but it may be a good idea to make ALL changes via SQL scripts, not indivdually, directly on to the server. These SQL scripts can be numbered and placed in source control of your choice. To get a finer control of deployed changes, you can have everychange script paired with a rollback script that can be used if need be.
You will of course need to educate the users, put some controls in place etc., and also tweak the deployment process so that only approved changes flow to the database environment via the scripts. Just a thought though.