You want the mget command.
From the Unix man page
mget remote-files
Expand the remote-files on the remote machine and do a get for each file name thus produced. See glob for details on the filename expansion. Resulting file names will then be processed according to case, ntrans, and nmap settings. Files are transferred into the local working directory, which can be changed with 'lcd directory'; new local directories can be created with '! mkdir directory'.
If you want to turn of the prompting of each file, then you also need this:
prompt
Toggle interactive prompting. Interactive prompting occurs during multiple file transfers to allow the user to selectively retrieve or store files. If prompting is turned off (default is on), any mget or mput will transfer all files, and any mdelete will delete all files
.