1)Copy the module download link. Normaly ending with .gz.  In a Web browser, go to the module's page at drupal.org , right-click the Download link for the version you want, and copy the link location.
   2) In an SSH goto module folder of drupal
      cd www/sites/all/modules
      i.e to go to your modules directory. For themes go in www/sites/all/themes in same way.
   3) Usage wget command to download module or theme compressed version from drupal site.
    
      Such as for downloading theme I can simple use from theme folder:-
      wget http://ftp.drupal.org/files/projects/arthemia-6.x-1.1.tar.gz
      
   4) Type following command for extracting archive:
      tar -xzf arthemia-6.x-1.1.tar.gz
      
   5) It is now safe to delete the file you downloaded, like this:
      rm arthemia-6.x-1.1.tar.gz
      
   6) Go to your admin/build/theme or module  page in a Web browser and enable the module.