Command line tool / script to backup a remote SQL Server database to local disk
There are two common ways to do this:

Easy way - with "normal" database backups - when you run the BACKUP DATABASE command, the SQL Server service on the remote box needs to write the backup to a file. The service needs to be able to write to the destination path. To do this:


Set up a shared folder on your local machine
Give the SQL Server service permissions to write to that share (either by specifically granting it, or by letting everyone write to it - this isn't a security lecture, obviously)
Run the SQL Server backup, and use the UNC path to your local machine's share for the backup target, like:


If you're doing it via T-SQL, it might look like:

BACKUP DATABASE MyReallyImportantDB TO DISK = '\\MyDesktop\SharedFolderName\MyBackup.bak'


Hard way - exporting the data - if the remote SQL Server can't write to your local machine for some reason, like network firewalls or permissions, then you can export the data. A couple of common tools are:


Exporting a BACPAC file
SQL Server Import and Export Wizard


But be aware that those methods can be much slower and not transactionally consistent. They're best for smaller databases - say, under 10GB.

Updated requirements - you noted no GUI, no file system access, and no backups. Given those requirements, you'll be doing some manual work:


Use an ETL tool like SSIS to export the data
Build a custom app (C#, Java, whatever) to export the data
Use a data sync tool like Redgate SQL Data Compare