Visual Source safe come with Visual Studio setup or is it download separate
No, it does not comes with Visual Studio 2010. You need to download it separate.
It was included with Visual Studio 2005 Team System editions, but is not included with Visual Studio 2008 Team System. With Visual Studio 2010, Microsoft no longer distributes Visual SourceSafe. Microsoft now offers Team Foundation Server Basic for smaller development teams.
Read about it here:
Wiki: Microsoft Visual SourceSafe[
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MSDN Blog: VS 2008 and SourceSafe Q&A[
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Microsoft: Upgrade from Visual SourceSafe[
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Though, if you want you can use VSS with VS2010, after installing this hotfix:
MSDN Archive: KB976375 - TFS: VSS integration with VS 2010[
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