It seems that the only appropriate tool to work with TFS under Linux is Team Explorer Everywhere which is available here: http://www.microsoft.com/download/en/details.aspx?displaylang=en&id=4240, download TEE-CLC-10.0.0.zip.
Suprisely I didn't find some Quick Start tutorials on that tool so I decided to write it here.
First, you must create workspace. The command I issued to do it was:
~/TEE-CLC-10.0.0/tf workspace -new -collection:http://tfs_server_host:port/tfs/DefaultCollection myworkspace
Second, you have to create a local folder in which files will be fetched. I needed to get $/XXXInfrastructure remote directory so my command was:
~/TEE-CLC-10.0.0/tf workfold -map -workspace:myworkspace $/XXXInfrastructure xxxinfrastructure_tfs
Now go to 'xxxinfrastructure_tfs' directory and run:
~/TEE-CLC-10.0.0/tf get -login:username
NOTE: It was strange but when I used the tool without -login parameter and entered it via prompt I got authentication error. Who knows may be I have typos several times? :) So to make it definitely work I used -login parameter.
BTW: You can use -login parameter for any command above.
That's all. Now you've got you directory fetched.