if you want to download data from your dataset to your pc it may be easier to use ftp on your pc.
anyway you asked for some JCL, Here goes :
///ftptST JOB (CA1),'TMS UTILITY',MSGLEVEL=(1,1),REGION=0M,
//FTP001 EXEC PGM=FTP,REGION=2M
//SYSPRINT DD SYSOUT=*
//OUTPUT DD SYSOUT=*
//INPUT DD *
NNN.NN.NNN.NN should be your pc IP address
XXXXX your TSO userid
PSWD your TSO password
PWD An ftp command
instead of PWD try
put mvsfilename pcfilename.txt
thing is your pc IP address is certainly not referenced in your system.
the MVS file contains server definition accessible from mvs :
hope it helps