How to download a Security Update via Terminal?

That doesn't make any sense, the OP wants to download the Security Update

on one machine so he can then transfer it to another mac.

If they were to download the update via Terminal then it would download the update

to the Library/Updates folder within a numbered folder containing its constituent .pkgs

making it difficult to install on the other mac.

Downloading from the Apple Support Downloads website will download it in the form of a .dmg

which is easily transferred to and opened on the other mac.

I can only imagine a couple reasons why not:

1. The other machine is not to be on the internet, which I specified.
2. The bandwidth to the other machine makes for corrupted downloads each time, or incomplete downloads.

I'm assuming you are talking a Mac that has no internet access?

If that's the case, there is no guarantee, this should work, and I would clone both systems before attempting with http://www.bombich.com/ Carbon Copy Cloner before attempting.

What you are looking for in the hard drive is a .pkg file that would indicate it is an installer for the said download.

https://www.devontechnologies.com/apps/freeware EasyFind

will help you locate them.

It used to be that Apple would take a few days to post the standalone updates on the Apple Support Downloads

page, now it takes 1 - 2 weeks.

And if you are going to upgrade to macOS Big Sur, or macOS Monterey or any future macOS Apple are no longer

posting standalone updates for these newer OS's.

Another super helpful decision by Apple.

Why not just download it from the Apple Support Downloads site,

Apple - Support - Downloads