It depends on your local OS.
If your local OS is similar to Unix, try:
scp username@remoteHost:/remote/dir/file.txt /local/dir/
- Windows, pscp.exe.
, file.txt D: .
pscp.exe username@remoteHost:/remote/dir/file.txt d:\
, - Unix, .
, , pscp.exe , , putty , . CMD, pscp.exe, . ,