If you are provided with a remote host and asked to copy a file from there to your local computer, you can make use of the SFTP Get command, let's take a look,
Syntax: get {remote-path/to/the/file} {destination/path}
Example:sftp> get /pub/example/readme.txt myRemoteFiles
Fetching /pub/example/readme.txt to myRemoteFiles
/pub/example/readme.txtn. 100% 405 0.9KB/s 00:00
sftp>
The easiest way is to first be on the path where you want to copy this file to and connect to the remote server using SFTP and then use dot (.) to copy the file in the current location you are in.
Example:sftp> get /pub/example/readme.txt .
Fetching /pub/example/readme.txt to .
/pub/example/readme.txt 100% 405 0.9KB/s 00:00
sftp>

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