Remember, the scp command does work in ESXi, once you unlock the Console.
I found it works with the following command.
srp -r root@ipaddress:/pathofsource /pathtolocaldestination.
Make sure you do not have spaces, and if you do, rename the folder before you try to move the files.
For those of you that do not know scp, it lets you transfer files between two Linux hosts.