Do you want to download a file from the router?
From what I understand, your problem is telnet, not cmd.
Unfortunately, telnet is not really ment for file transfer. If it's a text file, not very large, then copy/paste is your option. More options depend on the router SW.
If this is a config file you want to get then you can simply use the WebUI and download from there, there should be an option. If you are trying to get a different file than that changes things. You will probably need to telnet to the router (if it supports the telnet protocol, then ftp the file to your pc. There is a chance your router doesn't support telnet though! There is also a chance that you can't get access via telnet!