I already create different python project in Visual Studio using the Python Tools for Visual Studio: https://www.visualstudio.com/vs/python/
Seeing that we are Microsoft Partner we installed TFS and instead to keep my project on my local machine I'd like to create a TFS project.
I'm really new of TFS but I saw that you need create a build etc. but I didn't find anything regarding a python project in TFS.
Can someone help me or give me some advice?
Do I need create a python build or just create a repository and store there my python project?
You just need to create python project in VS. And import your local project into TFS source control system.
What is Team Foundation Server?
Team Foundation Server is Application Lifecycle Management to manage your product lifecycle, reduce risks, and improve efficiencies. TFS include code, work, build, test ,release and many others which integrate with your existing IDE or editor thus enabling your cross-functional team to work effectively on software projects of all sizes.
In TFS, there is no python project or android or any other project template, you could create a Team Project holding the "traditional projects". And then add/import your local project in source control system(either GIT or TFVC). After this you could be able to share code, build apps, track work, and collaborate with team members. Details please refer this tutorial: Connect to team projects
As for build you could create a related definition to build your project and select your sln/project file holding by TFS in version control.
If you are really new to TFS, suggest you to go through this overview: DevOps overview TFS covers all aspects of TFS which may help you to quickly start.