When i installed putty it also installed psftp which is a command line ftp client.
I am not sure if you can do it from inside putty as there is no way to browse your local directory. Maybe you can, I'm not sure.
Do yourself a favor and install WINSCP if its a windows machine.
Edit: try the get command, that's what it is in psft, and I think that uses ssh, too.
No idea if it will work or if it does where it will go.