Copying a directory from a remote HDFS local file system to my local machine

hadoop hdfs scp

SCP will copy from the remote Linux server.

HDFS does not exist on a single server or is a "local filesystem", therefore SCP is not the right tool to copy from it directly

Your options include

SSH to remote server
Use hdfs dfs -copyToLocal in order to pull files from HDFS
Use SCP from your computer to get the files you just downloaded on the remote server

Or

Configure a local Hadoop CLI using XML files from remote server
Use hdfs dfs -copytoLocal directly against HDFS from your own computer

Or

Install HDFS NFS Gateway
Mount an NFS volume on your local computer, and copy of files from it