How do I copy files from the Mathematics Network to another location, ftp doesn't seem to work.

ftp and telnet are disabled for security reasons. Secure versions of these programs are available.
ftp has been replaced by Secure Copy(scp) uses the same syntax as the older Remote Copy (rcp) program.

Locally

To copy file0 from the Institute to host remote.edu where you have an account me, you would use:

scp file0 me@remote.edu:

Note:The trailing colon is not optional

To copy file1 from remote.edu to the Institute, you would use:

scp me@remote.edu:file1 .

Note:The trailing period is the local directory

Remotely

To copy file0 from the Institute where you have an account iasme, you would use:

scp iasme@ssh.math.ias.edu:file0 .

Note:The trailing period is the local directory

To copy file1 from remote.edu to the Institute, you would use:

scp file1 iasme@ssh.math.ias.edu:

Note:The trailing colon is not optional

A note on Wildcards
Wildcards are permitted, however, they must be escaped if you intend them to be expanded by the remote host.
For example, assuming the current directory contains file0 file1 file2 and the remote host home directory contains file3 file4 file5:

scp file* me@remote.edu:

Will send file0, file1 and file2 to remote.edu. However,

scp me@remote.edu:file* .

will expand locally first, to

scp me@remote.edu:file0 me@remote.edu:file1 me@remote.edu:file2 .

which is probably not what you wanted. To prevent this use:

scp me@remote.edu:file* .

to perform the expansion on the remote host. This will send file3, file4 and file5 from remote host to the local host.

Copying multiple files
To copy more than one file, use the Tape Archive program (tar). For more information on using tar, see
How do I make an archive of many files or a directory.

From Gnome on Linux machine:

Go to Computer (either an icon on the desktop or Places-> Computer)
File->Connect to Server

In the dialog box

Service type: SSH
Server: ssh.math.ias.edu (or your home institution's address)
User Name: your username

Click on Connect
An icon will appear in the list. Double-click it to connect to the server

I am a Mac user and am not familiar with the command line

Connect to OpenVPN
Navigate to Go -> Connect to Server. Server Address: smb://fs.math.ias.edu/home/<group>/<username> - Connect
Go to Finder -> Preferences Show these items on the desktop: Connected servers

You can download Fugu: https://sourceforge.net/projects/fugussh/files/

or Filezilla: https://filezilla-project.org/