Sometimes you just want to copy files from a remote server, and you want it often and quick. Stuff like a DB dump.
You could startup your (s)ftp client and browse to it. Or you could just grab it with ssh.
Download one file
scp -u[email protected]:/full/path/to/dump.xml /local/path/to/Downloads
Download a whole folder
scp -r [email protected]:/full/path/to/folder /local/path/to/Downloads
If you need something more complicated, look into rsync