[root@salt01 ~]# salt test02.example.com cp.get_file salt://Salt-Minion-2014.1.11-AMD64-Setup.exe 'C:\salt\'
test02.example.com:
    The minion function caused an exception: Traceback (most recent call last):
      File "salt/minion.py", line 797, in _thread_return
      File "salt/modules/cp.py", line 166, in get_file
      File "salt/fileclient.py", line 909, in get_file
      File "salt/utils/__init__.py", line 1069, in fopen
    IOError: [Errno 2] No such file or directory: 'C:\\salt\\'   


[root@salt01 ~]# salt test02.example.com cp.get_file salt://Salt-Minion-2014.1.11-AMD64-Setup.exe 'C:salt'
test02.example.com:
    C:salt

[root@salt01 ~]# salt test02.example.com cmd.run 'dir C:\salt\'
test02.example.com:
     Volume in drive C has no label.
     Volume Serial Number is 883C-9C13
    
     Directory of C:\salt
    
    09/17/2014  05:04 PM    <DIR>          .
    09/17/2014  05:04 PM    <DIR>          ..
    09/17/2014  05:04 PM    <DIR>          conf
    08/04/2014  02:05 PM            20,530 library.zip
    08/04/2014  01:55 PM           157,696 nssm.exe
    05/15/2013  03:44 PM         3,003,392 python27.dll
    09/17/2014  05:49 PM    <DIR>          salt-2014.1.10.win-amd64
    10/08/2013  09:33 PM             8,192 salt-call.exe
    10/08/2013  09:33 PM             8,192 salt-cp.exe
    10/08/2013  09:33 PM             8,192 salt-minion.exe
    01/08/2014  04:21 PM            29,873 salt.ico
    09/17/2014  05:04 PM            64,745 uninst.exe
    09/17/2014  05:04 PM    <DIR>          var
                   8 File(s)      3,300,812 bytes
                   5 Dir(s)  23,155,417,088 bytes free