それぞれ is a
noun in Japanese that is used similarly to 'each' in English. Like other nouns that can be used adverbially (
ほとんど,
沢山（たくさん）, and かなり for example), それぞれ regularly comes before a whole sentence, or before a specific noun preceded by の.
皆（みんな）それぞれ食（た）べたいものを頼（たの）んでね。
Everyone, please (each) order something you want to eat.
それぞれ別（べつ）の行動（こうどう）をした。
We each did our own separate things.
人（ひと）それぞれの考（かんが）え方（かた）があるから、しょうがないよ。
Each person has different ways of thinking, so there is nothing we can do.
それぞれのチームに別（わか）れてから開始（かいし）してください。
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).