This is untested, because I haven't yet figured out how to use cpan with the perl interpreter on my smartphone :-)

First you need the callback routine, like this:

sub show_progress {
        my($sftp, $data, $offset, $size) = @_;
        print "downloaded $offset of $size bytes\r";
    }
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Then you change

$sftp->get($REM_FILE)
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$sftp->get($REM_FILE, callback => \&show_progress)
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Thank you again sir. I tried but it gives me this error.

Odd number of elements in hash assignment at /usr/lib/perl5/site_perl/
+5.10.0/Net/SFTP/Foreign.pm line 1432.
Invalid option 'CODE(0xa53608)' or bad combination of options at ./gtp
+_logs.pl line 66
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Any thoughts sir? Also what would be the easiest way to get what I want without using CSPAN stuff? As in that simple progresss shown when you download the file manually? Many thanks in advance sir.

It seems there is a small error in the code by soonix. The Net::SFTP::Foreign documentation says that ->get takes the local name of the file as second parameter and the rest are options. So if you want to display the progress, you'll also have to provide the local name, for example like this:

...
use File::Basename;
my $local_name= basename( $REM_FILE );
warn "Saving '$REM_FILE' to '$local_name'";
$sftp->get($REM_FILE, $local_name, callback => \&show_progress)
...
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This is actually two replies in one. First, thanks (and ++) to Corion for pointing out the mistake in my solution above.

Now Bindo, your question for a solution without CPAN... I think doing SFTP in pure Perl, while possible, would be difficult and error-prone. If you just don't want any additional CPAN modules, that's another question:

As far as I see, your $REM_FILE already is a file name without directory, so you don't need the basename function and module, and can simply

$sftp->get($REM_FILE, $REM_FILE, callback => \&show_progress)
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Perhaps that already does what you want.
Update: second parameter in get corrected