ssh: Could not resolve hostname e: Temporary failure in name resolution

I was using scp command to download files and folders to local environment. This was my command:

scp -r xxx@10.26.9.90:/data/xxx/folder/ e:/data/xxx/

But the following error raised:

ssh: Could not resolve hostname e: Temporary failure in name resolution

As it indicates, I want to move files to local e disk. But the colon :would be interpreted as an indicator of hostname (or followed by a hostname).
Then I tried:

scp -r xxx@10.26.9.90:/data/xxx/folder/ localhost:/e/data/xxx/

as some articles indicated, but failed.
But then I realized that I was doing all these in the remote terminal, not the local command line terminal! So then I pressed WIN+R and typed:

scp -r xxx@10.26.9.90:/data/xxx/folder/ /e/data/xxx/

After entering my password, everything goes smooth.