you can't just download from your sever to your desktop over ssh... Logging into the shell doesn't really know anything about your local computer.
if you want another copy on your server, COPY it like
cp -Rf /home/site/public_html/ /home/site/public_html/testsite/
which will copy all the files in root to a new folder called testsite/ (Note, you may need to create the folder first)
But then you risk having 2 front ends hitting 1 db.
You are really best off making a db backup of your site, creating a test database, and then just installing xf to /testsite/ and point it's config file to your backup/test db instance.