For example, like Windows COPY "source" "target"?
or is it two steps?
Use get to download to current directory
Then do a copy to move to another location on my computer?
You should be able to specify the path along with the local file name (see here) for Get. If that doesn't work you may have to first change your local working directory using the LCD command, and then use Get with or without just a local file name (no path).