I have a scenario: I'm working with TFS 2015, I can access to my workspace and check in my project and everything it's ok... But the local project is in my PC, I copy this and I run it in other PC (without TFS, only VS) and run perfectly.
My question is: Is it possible to block that project run in another PC if it's not connected to TFS or is added to an AD domain?
No, it's impossible. No such a feature in TFS.
TFS is just a tool for source control. You can get the specific version of the sources of projects from TFS once the projects are added in source control and checked in.
In this sense it's just a specific copy of the projects when you connect to TFS and map the sources to local workspace. That's a special copy way. So It will always work whenever you copy the projects to any other develop machine with VS.
I can think of is that you can try hide some key files in your workspace which will fail the build once missed them. Thus you may miss copying the files to other PC, then you have to connect to TFS to get the missed files...