PSCP

To receive (a) file(s) from a remote server:

pscp [options] [user@]host:source target

So to copy the file /etc/hosts from the server example.com as user fred to the file c:\temp\example-hosts.txt, you would type:

pscp fred@example.com:/etc/hosts c:\temp\example-hosts.txt

To send (a) file(s) to a remote server:

pscp [options] source [source...] [user@]host:target

So to copy the local file c:\documents\foo.txt to the server example.com as user fred to the file /tmp/foo you would type:

pscp c:\documents\foo.txt fred@example.com:/tmp/foo