As far as I remember it has only ever been optional in VS2010. It was introduced by default in 2013 (.dbproj) and then reworked in 2015 (.sqlproj). All you need to get this going is: Visual Studio > File > New > Project > Other Languages > SQL Server.

You can also get it to reverse-engineer an existing database into a project[2].

Getting it to work for CI isn't turn-key. When you build a SQL/DB project it results in both a CREATE/ALTER script (depending on whether you do a diff build or a CREATE build) as well as a schema file (.dbschema). You need to track previous versions of the dbschema yourself (we use branching to track this file across releases), so that it can it has the base for diffing during the build.

It's a good idea to add a database reference to [sys] and [master] in all your projects (which is not done by default).

Knowing the right keywords I Googled a bit for you:

[1]: https://visualstudiomagazine.com/articles/2015/01/01/visual-...

[2]: https://www.youtube.com/watch?v=kWKllVyozOg (talks about SQLAzure, but these tools do work on-premise)

[3]: http://www.codeproject.com/Tips/998465/Creating-a-SQL-Server...

[4]: https://blogs.msdn.microsoft.com/ssdt/2014/07/24/sql-server-... (if you use TFS CI, otherwise you can invoke MSBUILD directly from whatever CI you use)