I'm not quite sure how to download an image of one of my Linode disks using DD while logged in through a Putty client.
There are two problems I think;

one is that I cannot access the local file system on my computer from Putty, and
the other is how to form the destination URL in the DD command to point to my computer (which is part of a LAN that gets a DHCP address from my ISP).

(WinDD seems to only be able to handle local drives.)

Setting up the router here is not a problem as I understand how to do that.

Would someone who's done this before kindly help me?

Problem solved: Installed Ubuntu in a VM and followed Linode's Copying a Disk Image Over SSH Guide.

Cheers,
Nap

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My VPS system:
(Ubuntu 14.04 LTS, Kernel 3.15.4-x86_64, Apache 2.4.7, MariaDB Server 5.5.40, MariaDB Client 5.5.41, PHP 5.5.9, ISPConfig 3.0.5.4p5, Webmin, PureFTP & Quota, phpMyAdmin, postfix, dovecot, amavis, clamav, spamassassin, awstats, fail2ban, Jailkit, bind9, vlogger, webalizer)