Download Files and SubFolders with Powershell

I am trying to use the Powershell script from this page:
https://winscp.net/eng/docs/script_download_files_to_same_folder

But it is not pulling or going into the subfolders on my server.

How can I download all subfolders and files, and delete from the server any that have downloaded?

Thanks,
Jason...

WinSCP GUI can generate such code for you:
https://winscp.net/eng/docs/ui_generateurl#code

And actually, you can use this code:
https://winscp.net/eng/docs/library_session_getfiles#powershell

Just pass $True to third (optional) argument (remove) of Session.GetFiles.
https://winscp.net/eng/docs/library_session_getfiles