First of all, you need to run the scp command either on the command line if you are using Linux or Powershell if you are using Windows :
Warning: you need to run this command in the directory in which you kept the « data_engineering_machine.pem » file and use the public IP of your VM:
Then run the command ssh-keygen -R on the console or Powershell
Run the scp command again and type « Yes ».
At the end of execution, the file will be found in the same directory as the pem key.
Warning! If you get this message:
You should also specify the path to the directory where you want to save the file:
This way you can transfer the files on your VM to your personal computer.