If you have SSH access, you don't need to SSH first and then copy, just use Secure Copy (SCP) from the destination.
scp user@host:/path/file /localpath/file
Wild card characters are supported, so
scp user@host:/path/folder/* /localpath/folder
will copy all of the remote files in that folder.If copying more then one directory.
note -r will copy all sub-folders and content too.