The easiest way to transfer files between your sunfire account and your local machine / host / PC / laptop is to login to sunfire first using Secure Shell Client (the instructions are given in Step 2 of Lab 0), then open the File Transfer program by clicking on "Window -> New File Transfer".
You will see the contents of your home directory on the right side. You can navigate around and copy and delete files here similar to how you would do it in a local folder. The right side of the window shows the files in your sunfire account, the left side of the window shows the files in your local machine. To transfer a file from sunfire to your local machine, right-click on the file you wish to transfer, and then choose "Download". To transfer a file from your local machine to sunfire, right-click on the file you wish to transfer, and select "Upload". Be sure to change to the right folder at the destination machine before you do the transfer.
Note that you will NOT be able to do any file transfers during the Practical Exam. Also, transferring your files has nothing to do with submitting your files. After transferring your files, you must still run the submit command.