The easiest approach here is likely to bring up sftp from the local client, and specify your credentials for the server (same as ssh) and pull or push the files as needed. sftp rides atop ssh, so it works with the same security and credentials, and (if you're allowed ssh) sftp usually isn't blocked.
Otherwise you're going to have to engineer scp through the whole chain, and (if you're using ssh to access the far end) and have a firewall and NAT box on the local end (as is likely here), configuring and establishing that connection going to be involved.
If you really want scp, then you'll want to look at port forwarding and port-forward scp over an ssh session; scp would be tunneled back to your client via ssh. That's going to be a little digging in the ssh documentation.