To copy complete folder then -r swich can be used,
Reference,
http://www.ibm.com/developerworks/aix/library/au-satopenssh.html
http://www.thegeekstuff.com/2010/06/bash-shell-brace-expansion/
scp -r user@host:folder_path source_path_of_current_machine
To copy selected file from folder, then specify path1 and path2 of file separated by space
scp user@host:"path1 path2" source_path_of_current_machine
And if file is in the same folder then bash file expansion enclosed in double quote can be used,
scp user@host:"foder_path/{file1,file2}" source_path_of_current_machine
Reference,
http://www.ibm.com/developerworks/aix/library/au-satopenssh.html
http://www.thegeekstuff.com/2010/06/bash-shell-brace-expansion/