I got a project which includes both a windows service (a C# project/solution in VS2013) and some SQL scripts (a SQL Server Script project/solution in SSMS 2012).
Both of these use TFS as source control.
The strange thing is that pending changes differ between VS and SSMS.
This means I can't check in all changes in one place and have them in one change set (unless I manually add the new SSMS files in the VS Source Control Explorer).
I am pretty new to TFS (coming from Mercurial/Git) so I still don't understand how many things work, e.g. how pending changes/source control explorer detect new files.
If you are using TFS 2012 or later, you can choose either a local or server workspace from within VS. There are pros and cons to each but with the local workspace you should be able to achieve this requirement. Visual Studio will detect new files that is within it's source control and add/edit/delete as a pending change as required.
What version of TFS are you using?