We need to allow users to check-out check-in files in Windows Explorer.
Is it mandatory to install Visual Studio in order to use Team Explorer or TFS Power Tools?
<You can install Team Explorer which is free (but still uses the VS shell), this doesn't require any kind of Visual Studio license: https://blogs.msdn.microsoft.com/devops/2017/04/05/reintroducing-the-team-explorer-standalone-installer/
Then you can install the TFS Power Tools to get the Windows Explorer extension which allows you to do basic source control operations in Windows Explorer.
Note: If you are connecting to an on-premise TFS you still need to purchase TFS CAL's. If you are using Azure DevOps (formerly Visual Studio Online) you get 5 users for free.
Go to https://visualstudio.microsoft.com/downloads/
Go to All downloads > Visual Studio 2019 > Visual Studio Team Explorer 2019 > Download
Run the installer
Download from here
You may need to reboot to finish installation.