How to copy file from remote machine to local machine

User command (Similar like the following):

Use pscp command copy data from remote machine to local machine:
pscp -r yyang57@hydra27.eecs.utk.edu:"./Videos/aa.a" D:\


Use scp command copy local data to remote machine:
scp User30.csv  User31.csv  User32.csv  User33.csv  User34.csv  User35.csv  User36.csv  User37.csv  User38.csv  User39.csv User40.csv  User41.csv  User42.csv  User43.csv  User44.csv  User45.csv  User46.csv  User47.csv  User48.csv  User49.csv User 50.csv yyang57@hydra26.eecs.utk.edu:./SVMMeasure/Dataset/