RadFileExplorer does not offer "download" functionality out-of-the-box, so I assume it is some sort of a custom implementation. However, in general, if you want to disable a context menu item for a folder depending of if it contains files or not, I would suggest you the to implement custom content provider and override the ResolveRootDirectoryAsTree() and provide a custom attribute to the DirecotryItem. Then, you can grid's dataitem on the client and enable / disable the context menu according to this custom attribute.
More information on how FileExplorer's content provider works is available in the following help article:
Using custom FileBrowserContentProvider
Also, I believe the following live demo will be of help solving this case:
the Telerik team