I don't know how would you to use it, but there are two ways:
1) you want to download files separately (you know source and target paths):
string sourcePath = "/data/file.txt";
string targetPath = "c:/data/file.txt";
FileInfo localFile = new FileInfo(targetPath);
// download only if local not exist or local has different size than remote
if (!localFile.Exists || localFile.Length != client.GetFileLength(sourcePath))
client.GetFile(sourcePath, targetPath);
2) you want to download multiple files in one call:
string sourcePath = "/data/*.txt";
string targetPath = "c:/data";
client.Download(sourcePath, targetPath, 0, 0, ActionOnExistingFiles.OverwriteDifferentSize);