How to disable Explorer.exe for given user?

I'ld suggest that you use group policies. Microsoft has a web page how to edit multiple local group policy. One option is to create a group policy for all non-admin users. Another option is to create a group policy for each individual user. You might find it interesting looking at all the possibilities group policies give you.

Under Configuration\Administrative Templates\System you might be interested in Run only allowed Windows applications, Don't run specified Windows applications and Custom User Interface. Group Policy Editor gives you a detailled description for every option.