Download file in Unix

# simple download
curl -O <link to download>

# with proxy
curl -O --proxy <[protocol://][user:password@]proxyhost[:port]> <link to download>

# if your password contain special character like '@'
curl -O http://proxy_server:proxy_port --proxy-user username:password <link to download>

Pip install with proxy

pip install --proxy=http://[user:password@]<proxy server>:8080 xgboost

Forward a port from remote server to localhost

Reference

ssh -L <local port>:localhost:<remote port> <remote server>