It should be possible from the command line; the method just depends on where the backup files are stored
Is your backup storage mounted to the server or is it done through some other backup solution (e.g., Proxmox Backup Server)?
Just as a personal opinion, assuming you mean that you want to download backup files from Proxmox VE to a local machince, I don't think a feature like this is in the scope of the product. This functionality more resembles the job of an actual backup server.