First, note that since $X \cap Z \subseteq X$ and $X \cap Z \subseteq Z$, we have that for $y \in X \cap Z$, $T_y(X \cap Z) \subseteq T_y(X)$ and $T_y(X \cap Z) \subseteq T_y(Z)$, or
$$T_y(X \cap Z) \subseteq T_y(X) \cap T_y(Z),$$
by the definition of intersection.
Since $X \pitchfork Z$, we have that
$$\mathrm{codim}(X \cap Z) = \mathrm{codim}(X) + \mathrm{codim}(Z),$$
or
$$\dim(X \cap Z) = \dim(X) + \dim(Z) - n,$$
which tells us that
$$\dim(T_y(X \cap Z)) = \dim(T_y(X)) + \dim(T_y(Z)) - n.$$
On the other hand, from linear algebra we know the formula for the dimension of an intersection of vector spaces:
\begin{align*}
\dim(T_y(X) \cap T_y(Z)) & = \dim(T_y(X)) + \dim(T_y(Z)) - \dim(T_y(X) + T_y(Z)) \\
& = \dim(T_y(X)) + \dim(T_y(Z)) - n,
\end{align*}
where $\dim(T_y(X) + T_y(Z)) = n$ since $X \pitchfork Z$. Then since $T_y(X \cap Z) \subseteq T_y(X) \cap T_y(Z)$ and both vector spaces have the same dimension, it must be that they are equal. We conclude that for all $y \in X \cap Z$,
$$T_y(X \cap Z) = T_y(X) \cap T_y(Z).$$
Note that we can't automatically conclude the second part. Here transversality is important. For example if
$$X = \{(x, 0) : x \in \Bbb R\} \subset \Bbb R^2, \quad Z = \{(x,x^2) : x \in \Bbb R\} \subset \Bbb R^2,$$
we have that $X \cap Z = \{(0,0)\}$, so that $T_{(0,0)}(X \cap Z) = \{0\}$, a zero-dimensional vector space. But $T_{(0,0)} (X) = T_{(0,0)} (Z)$ is a $1$-dimensional vector space, so that we necessarily have a strict inclusion
$$T_{(0,0)}(X \cap Z) \subset T_{(0,0)}(X) \cap T_{(0,0)} (Z).$$
The problem here is that $X$ and $Z$ do not intersect transversally.