I am having a remote Jenkins server where pipeline is running. I want to copy a file from remote jenkins server running on Linux server, to my local windows machine. As I do not have control over remote jenkins server.
How do i do this?
Hello @Harish and welcome to this community. 
You could use the Secure Copy Protocol (SCP) to copy files from a remote Linux server to your local Windows machine. SCP uses SSH for data transfer, so it requires SSH access to your remote Jenkins server.