Use quotes for the remote side of your command.

Copying multiple files from remote to local:
$ scp 'remote-host:path/source-file*' ./local-target
source-file1.png  100%   10KB 180.1KB/s   00:00
source-file2.png  100%   17KB 282.7KB/s   00:00
source-file3.png  100%   12KB 274.4KB/s   00:00

With quotes, wildcards are expanded by the remote shell instead of your local shell which cannot see the remote files.