The secure copy command (run using scp) is a Linux command that allows the transfer of files between two computers. This can be locally to a remote server, from a remote server to a local location, or even between two remote servers.
When copying to or from a remote host scp uses ssh for the data transfer. This means that authentication is required, but the files are copied in a secure fashion. When starting a scp request the command first sets up an ssh connection to the remote location, which is then used for the rest of the transfer.
It is also possible to copy the files on a local hard drive, but in this case you should probably use the standard cp command.