The difference is in what you are following.
たどる is "follow" in the sense of tracing a path. That can be a literal path or a metaphorical one, such as the thread of a memory or a line of text. You generally use it with the object marker, を. For example, 道{みち}をたどる: follow a road. If you’re talking about following a person, you refer to the path they took or made, such as in ボブの足跡{あしあと}をたどる: trace Bob’s footsteps. (If you たどる Bob and not his footsteps it sounds a bit kinky.)
ついてくる is "follow" in the sense of "come with" or "tag along with" someone or something. ついて is from 付く (not 着く, as JBCUAI noted), and means "stick to". くる is "come." So, literally, ついてくる means "stick to (someone/something) and come." You usually mark what or whom is being followed with に. For example, わたしについてきて: Follow me. You can also use it to associate related objects, such as 納豆{なっとう}についてくる辛子{からし}: the mustard that comes with natto.
Overall, 〜をたどる is a much more literary term with limited uses, so you should use 〜についてくる for when you’re talking about following people.
Edit to add: Also, you might need to use 〜についていく instead, depending on who is getting followed and where they are in relation to the one doing the following.