Hello,
Since you are on Windows and you want to get the file from Solaris to Windows, the easiest way would be to download a windows application
winscp.
Once you install winscp, open it up and connect to the solaris box using valid ssh credentials.
If you like command line, you can download pscp and compress the directory to an archive and send it to your machine (compressed or decompress it) on the fly.
Hope this helps, but on Windows, I think the easiest way is the winscp program.