If you would rather use a graphical way of transferring files between systems or viewing files on another system rather than command line alternatives, try the following.
Go to Places->Connect to Server.
Service Type -> SSH Server -> Name or IP address of the remote server Port -> 22 Folder -> Where do you want to start when you connect to remote server? Often /homes/<username> or /home/<username>
You can add a bookmark so you only have to define the above one time. If you store a bookmark, you can access this directly in the future by going to Places-><bookmarkname>.
Once you've connected to the remote server you can drag and drop files to the desktop or start up another file manager window by going to Places->Home Folder (or whatever place you want to copy files to) and drag and drop between the windows.
After you are finished, you can leave the connection to the remote server open or you can close it by right clicking on "sftp for <username> on <remote server name>" and selecting Unmount. You can probably see only part of "sftp for <username> ..." unless you resize the window.