Tableau Desktop uses TDE file for for whiteboard visualization and analysis application, Because it also contains the data which is extracted from external source like csv file, microsoft excel, microsft access, json file, txt file etc. The data may also be extracted from any server also like SQL, Azure, MySQL etc.
TDE file are used to store the data in a recognised format which can be further used in Tableau application. TDE file keeps the data or save the data locally so that one can use it later, Because then there will not be any need to import the data again from a server or a file.
For more details on Data analytics in tableau you can check tableau tutorial or Get trained to use Tableau with full potential through Tableau Online Training.