Is your Desktop MS Windows?
If you have a command line that offers scp locally then you can copy with scp from command line easily:
scp username@ip:<remote filepath to copy> <local filepath>
Would copy the .profile from remote to new file name profile.copy on the local system in /thisdir.
If you're using MS Windows you can download and install WinSCP which will let you get an explorer style view of remote system and you can simply drag from remote to local. You initiate the session to the remote within WinSCP and use your ssh user and password on the remote.