それぞれ is a 名詞（めいし） in Japanese that is used similarly to ‘each’ in English. Like other nouns that can be used adverbially (ほとんど
, and かなり for example), それぞれ regularly comes before a whole sentence, or before a specific noun preceded by の.
Everyone, please (each) order something you want to eat.
We each did our own separate things.
Each person has different ways of thinking, so there is nothing we can do.
Please start once you have divided yourselves into each separate team.
それぞれ comes from the same kanji as 其（それ）, the word used to highlight ‘that’ (close to the listener) in Japanese. Due to this, the literal meaning of それぞれ is ‘that and that’ (interpreted simply as ‘everyone’, or ‘each).