I know you can do it from JCL on the mainframe, however I always do it from an FTP script on my Windows PC and either send stuff to the mainframe, or get stuff from the mainframe. I just find it easier.
If you're interested
FTP Batch file
Ftp -s:"get.txt" YOUR.MAINFRAME.IP.ADDRESS
and the get.txt file
get USERID.DATASET.CNTL(DFSORT4) DFSORT4.JCL
All very standard FTP stuff. It works for me.