It depends on what your local OS is.
If your local OS is Unix-like, then try:
scp username@remoteHost:/remote/dir/file.txt /local/dir/
If your local OS is Windows ,then you should use pscp.exe
utility.
For example, below command will download file.txt from remote to D:
disk of local machine.
pscp.exe username@remoteHost:/remote/dir/file.txt d:\
It seems your Local OS is Unix, so try the former one.
For those who don't know what pscp.exe
is and don't know where it is, you can always go to putty
official website to download it. And then open a CMD prompt, go to the pscp.exe directory where you put it. Then execute the command as provided above