To remove files from source control:
  1. In the Project Explorer, select the file to remove. If you select a folder, project, or solution, any eligible child items will also be removed.
  2. choose Source Control > Remove or press Ctrl+R, R.
  3. The dialog will list the files that can be removed.
  4. In that dialog, you can deselect any files you don't want to remove.
  5. Click Remove.

Files are scheduled to be removed from source control and will still be and seen by others, giving you the opportunity to revert the removal. When you commit the file, the file is removed from source control.

Enabling the VCS > Options > Remove Immediately option will bypass the dialog and immediately remove (but not commit) files.