I changes to the code but I disconnected from the TFS. I want to connect to TFS but I am worried that my pending changes will disappear. I know that shelve is great way to save your work but I can't because as I said I am disconnected from the TFS. If someone have any idea or way to save the work it will be welcomed.
You can't shelve while disconnected. Most activities in TFVC require a connection, including shelving.
Connecting to your TFVC repo should not cause you to lose your work, but if you're concerned about it, my recommendation is to make a copy of the folder containing your source code temporarily.