You will need SCP installed on your system.
Run the following command from your terminal
scp -r username@host:/path/to/folder /Destination/path/of/local/machine/
If you access the server via pem key, then command will be
scp -r -i /path/to/pemkey.pem username@host:/path/to/folder /Destination/path/of/local/machine/
That’s it.