Hi, I followed this way.

To create a workspace to manage your source-controlled files

   1.

      From the File menu, select Source Control, and then click Workspaces.
   2.

      In the Manage Workspaces dialog box, click Add.
   3.

      Type a descriptive name in the Name box, enter a comment describing the new workspace in the Comment box, and provide alternative Owner and Computer name values, as necessary.
   4.

      Under Working Folders, in the Source Control Folder box, click the text box and then the ellipsis (…).
   5.

      In the Browse for Folder dialog box, select a server folder, and then click OK.
   6.

      Under Working Folders, in the Local Folder box, click the text box, and then click the ellipsis (…).
   7.

      In the Browse for Folder dialog box, select a folder on your computer, and then click OK.
   8.

      In the Add Workspace dialog box, click OK to create the workspace.
   9.

      In the Manage Workspaces dialog box, click Close.

when I click OK button it should get all the folder from TFS to my Local machine? but its not doing that after clcking ok and Close nothing is happening and my local floder does not contain this files tooo?

Thanks