There are two ways - the first way is just one command run plainly in front of you; the second one runs in the background and in a different instance so you can get out of your ssh session and it will continue.
First make a folder to download the websites to and begin your downloading: (note if downloading www.SOME_WEBSITE.com, you will get a folder like this: /websitedl/www.SOME_WEBSITE.com/)