Dear Anurag. The confocal microscopy is used for cells, or structures in the micrometer range. On the other hand, TEM is used in the range of nanometers.
As example: With confocal microcopy you can tag the lisosomes with a fluorescence dye, and you would see all the lisosomes in a cell. With the TEM you would see nanoparticles inside of a lisosome.
Confocal microscopy uses optical sectioniong to achieve a "thin section." This is a virtual section, the sample is still intlact. TEM usually requires real sections. A standard TEM using sections usually between 50 and 80 micrometers.