You'll have trouble copying files via telnet my friend :) Why do you insist on using a terminal?
ie. You're running Windows, so presumably have access to a graphical environment - would using windows file sharing / a web browser / ftp client / ssh client / etc be ruled out because they're graphical? And if so, why?
Do you have root access on the Ubuntu machine? I would suggest you install an ssh server:
$ sudo apt-get install openssh-server
Then grab a windows SSH/SCP client, eg. WinSCP, and use it to log in to the server and copy your files.
OR: If you really really want to do it via the terminal for some reason, grab Cygwin and install openssh, then use the 'scp' command mentioned below.
You need to be a little more specific about your situation.
- what OS is the client running?
- what OS is the server running?
- what services is the server running, if you know (FTP, HTTP, NFS, SMB, SSH, etc)
eg. if you have ssh access to the server, something like this would work:
scp firstname.lastname@example.org:/remote/path/file.txt /local/path/
If you have HTTP access to the file (http://server.mydomain.com/path/file.txt) then as the poster above suggested, wget:
The answer depends heavily on your situation :)