You have some files on a remote server that you want to pull down locally but you don't want go the username:password route of wget, scp is for you. The command is pretty straight forward:

scp -i /path/to/key -r username@servername:/path/to/files/ save/path

For example, if you want to pull files down from an EC2 server using a .pem key:

scp -i ./keys/Jem.pem -r Jem@serverIP:/home/Jem/ProjectX ./ProjectX

Pretty simple.