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How will I configurate the client to make it in window shell's mode?
From server, select needed client computers in F4 view, right-click on them, choose "Settings" menu item.
1. Select "Security" div and clear "Replace windows explorer shell" checkbox.
2. Select "Interface" div and set "Hidden client" checkbox.
3. Click Ok and restart client (it may be done from server - context menu - Advanced - Power)
One thing remains : when shell is not CCC, CCC must be started by other ways, e.g. from windows autoraun. Place shortcut to ClubControClient.exe to windows "Startup" folder.
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Is it the "Substitute Windows Explorer" in the client setting program?
Yes, shell can be restored also from local client settings.
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And when I click the View-Settings-Security, in the client PC witht the Admin mode as logged, then checked "Substitute Windows Explorer Shell" and clicked ok, it said "Path to ClubControlClient.exe must not contain spaces!" , what is this meant? How will I fix this stuff?
It is mean exactly what it tells. You probably installed CCC in Program Files folder instead of recommended C:\CCC.