If you're trying to connect from Linux back to your Mac you'll need to make sure ssh access is enable on you Mac first. Go to System Settings -> Sharing and make sure the Remote Login option is check.
This dialog will also tell you the the IP address of your Mac and the account name to use to connect. If your Linux VM's network is set to Bridged you can work with your Mac as if it was any other machine on your network. They both have unique IPs in your local network. So:
From a terminal window on your Linux VM you can now do:
scp <stuff to copy> <your mac user name that users returned>@<ip address of the active interface>:/path/to/put/stuff/at
For example, according to my settings, if I wanted to copy from a terminal window on my Linux VM to my Mac I'd do:
scp myfile.txt email@example.com:~/tmp/
That would put
myfile.txt from my Linux VM in to
/Users/ian/tmp on my OS X host OS.
Similarly, from the Linux VM:
scp firstname.lastname@example.org:~/tmp/myfile.txt .
myfile.txt from the Mac back to my working directory on the Linux VM.
If you're trying to connect from your Mac to your Linux machine you need to make certain that the ssh daemon is running on your Linux machine. To start sshd, open a terminal on your Linux machine and type:
sudo /sbin/service sshd start
If it starts correctly you'll see a
[START] box. If it fails, well, that's a question for http://unix.stackexchange.com/.
Now you just need to get the IP address for your Linux VM. At a terminal window on your Linux VM type:
eth0 interface should be your active ethernet interface. Grab it's IP address. That's what you'll use to connect to your Linux VM from a Terminal window on your Mac.
Open a Terminal window on your Mac and type:
scp <local file> <username>@<ip address you got above>:~/tmp/
to copy the file from your Mac to your Linux VM while you're on you Mac.