I want to copy a file from remote to local system. Now I'm using scp command in linux system. I have some folders or files names are with spaces, when I try to copy that file, it shows the error message: "No such file or directory".

Basically you need to escape it twice, because it's escaped locally and then on the remote end.
There are a couple of options you can do (in bash):
scp user@example.com:"'web/tmp/Master File 18 10 13.xls'" .
scp user@example.com:"web/tmp/Master\ File\ 18\ 10\ 13.xls" .
scp user@example.com:web/tmp/Master\\\ File\\\ 18\\\ 10\\\ 13.xls .

