How do I find out whenever a value changes in a certain column?
If you're not already logging changes yourself in your user defined tables, then you'll need to implement a feature that does so for your. Here is a list of features you can use to accomplish this:

Triggers - Fire whenever data changes in a table, can implement logic similar to being in the context of a stored procedure.

Temporal Tables - System versioned copies of the user defined tables that track changes.

Change Tracking - Automated tracking of changes for your user defined tables.

Change Data Capture - Keeps track of DML changes to the specified user defined tables.

Audit - Automatically tracks a multitude of actions at the server level.