If they are enabled in Rudder, every change in Rudder will make you create a Change request. You will have a popup to enter the name of your change request and a change message.
The change message will be used as description for you Change Request, so we advise to fill it anyway to keep an explanation ab out your change.
Change request are not available for Rule/Directive/Groups creation, they are only active if the Rule/Directive/Groups existed before:
Here is a small table about all possibilities: