If you know the exact url for the file you want to download, you can use scp, ftp, or wget (or others). I don't know that I'd do that as root, myself, kind of risky.
for example, using scp to get a file from a workstation,
workstation address: 192.168.1.10
server address 192.168.1.11
user bill on workstation
login to the server and:
<useronserver@myserver> scp firstname.lastname@example.org:/home/bill/thefileIwant ./ <press enter>
it will ask for the password for the user bill on the workstation.
same situation using ftp:
<useronserver@myserver> ftp 192.168.1.10 <press enter>
it will ask you to login
get thefileIwant <press enter>
when it's done type bye to exit
similar situation with wget:
you have to know the full path of the file you want to get.
The man pages and info pages for these commands will give you a lot more info on how to use them.
Hope that helps.