"He will explain everything when he comes." In this sentence, "when he comes" is a time. We keep time-clauses in simple tense because the main part of the sentence needs the future tense. If we add "will" to the time-clause, not only is it technically wrong, but it's also confusing to the listener/reader. We wouldn't know which part of the sentence is the main clause.
"I don't know when he will come." In this sentence, "when he will come" is the object of the sentence. It's the thing that you don't know. In this case, you can use will.