I think you're confusing the SDK with the WTK, which includes a basic IDE in it. I don't know of any IDE support for version control, but you can certainly check in code from the command like or a tool like Tortoise.
For heavy-duty development, you might consider using Eclipse, which definitely does integrate with version control systems. The Eclipse plugin for mobile development used to be known as EclipseME, although they recently renamed and expanded it. I don't recall the new name, but if you look for EclipseME, you should be directed towards it.
An IDE is no substitute for an Intelligent Developer.