I typically change directories to where I want files to end up if say I am using wget or xcopy. I used to do xcopy z:\some\directory\* c:\Users\Steve\Desktop\Directory
now I have either realized or learnd from someone that you can do
xcopy z:\some\directory\* .
Saves a lot of typing and reduces mistakes. Again you have to be in the directory for it to work.
Alternatively if you open a command prompt by default you are in your home directory, so if I wanted the same outcome but didn't want to change directories I would do
xcopy z:\some\directory Desktop\Directory
Of course this works on Linux as well as Windows but the paths and slashes will be different.