While accessing file in network share/network explorer through workplace, a temporary file is being created

Any file that's opened from the browser gets saved into a temporary location (be it browser's temp folder or system temp folder) and it is by design and any Microsoft application will create a temporary file.

As a workaround we need to use Advanced End Point Control (EPC) options, SVD(Secure Virtual Desktop) or Cache cleaner while connecting to the workplace to delete temporary files or data upon session logo.