make: *** [Makefile:1686: modules] Error 2

cd TL-WN8200ND 2.0_LinuxDriverSetup

Bash doesn't like spaces in names. Please right-click the folder and rename it; something like TL-WN8200ND_driver. Then try again:

cd Downloads
cd TL-WN8200ND_driver
cd rtl8192EU_linux_v4.4.1.1_18873.20160805_BTCOEX20160412-0042-OK
make clean
make

Also, you can combine the commands:

cd Downloads/TL-WN8200ND_driver/rtl8192EU_linux_v4.4.1.1_18873.20160805_BTCOEX20160412-0042-OK
make clean
make