How can I encrypt a file?

I would like to download some files from my server into my laptop, and the thing is that I want this communication to be as stealth and secure as it can be. So, far I came up using VPN, in that way I redirect the whole internet traffic of my laptop via my server. Additionally, I tried to send a file using ftp and observing Wireshark at the same time. The communication seems to be encrypted, however I would like also to encrypt the file itself (as a 2nd step security or something like that).