To "get" or "download" a file, drag it from the remote window to the Finder. Fugu will automatically detect the file type. To get multiple files, or directories, click on them while holding down the Command key and then drag them to the Finder.
To transfer a file from your local directory to the remote machine, simply drag the file into the remote location window. To transfer multiple files, or folders, to another machine hold down the command key and drag the files into the remote location window.
You may cancel any on-going operation by pressing the Cancel button. Some remote computers do not support the cancel command and will continue the current operation until it is completed. In that case your only options are to close the connection (by clicking Disconnect) or to quit out of Fugu by choosing the Quit command from the Fugu menu.