There are several ways you could try.

A. Install an ftp server to connect from an ftp client and copy the content.
how-to-set-up-vsftpd

B. Install a webserver like apache and compress everything to copy it to the public directory and download it by url.

how-to-install-the-apache

I can think of many ways, I would like to know more about your problem to give you a more effective solution.