They almost play well together.
*If* you need to install all these at the same time you'll find the install for Team Explorer blows up with a rather cryptic error - ask Dan how cryptic it was...
To make it install, fire up the Orcas that you've just installed, create a new Windows Service project, build and install the service ensuring it's service name is "WebClient". Then when you run the Team Explorer install it'll work just fine.
Enjoy!