Well, standard scp would be something like
scp username:firstname.lastname@example.org:yourdomainfolder.tld/yoursubfolder/yourfile.ext .
which would copy the file from your DH account to your home computer using the command line shell with an already-installed SCP. A far easier way would be using
WinSCP, which handles much like an FTP client and lets you browse your remote directories.
The username and password are the ones you defined in the DH panel for your users, the directories are the ones your site is in. I'm sure you'll figure it out, especially with WinSCP or similar it's not hard. FTP might work as well, though I am currently admittedly unsure as to whether the DH ftp daemon supports files larger than 2 gb in size; I know this for scp, however.