Some source control products require you to open a source control project before you can perform any other source control actions.
The exact definition of what a project is depends on the source control system you are using. Typically, it is a set of files that are under source control, along with a location on your local file system where working copies of the files are placed. You usually have to provide some credentials, such as a user ID and password, to the source control system to open a project.
If your source control system supports opening a source control project, the menu item is enabled. Choosing this option from the File menu opens a source control-specific window for opening a project. Once you open a project, you do not have to open it again, even in subsequent Interactive SQL sessions. The project is opened automatically for you.