The only two options I can see are git and subversion. I tried entering the url using the subversion option and it did ask me for credentials but the correct credentials never worked.
TFS can use either TFVC (Team Foundation Version Control) or Git for the source control part. You don't have to use an external Git server, it has an internal one - with the data stored in the TFS SQL database. You create your first repo when you create the Team Project, but you can add repos later and you can mix TFVC and Git repos in the same Team Project - since 2015.2 I think.
Microsoft is still in the denial and marketing speak phase but TFVC is basically dead, even Microsoft is using Git for all their new repos. I'm ready to bet Visual Studio Code and Visual Studio for Mac will never connect to TFVC.
Edit: I lost my bet for Visual Studio Code, it can connect to TFVC using the Visual Studio Team Services extension since version 1.116.0 (2017/04/12).