Sorry, but I do want to copy application from domU to dom0, not dom0 to domU, and the command is actually followed the documentation mentioned by @fsflover.
tar cf - /path/to/files | qvm-run --pass-io [dom]U 'cd $HOME/Downloads; tar xfv - ’
This will copy the files or directories from dom0:/path/to/files/* to domU $HOME/Downloads/path/to/files.
Explanation: This command spools the tar output stream on dom0 to the stdin stream on domU, and the tar command on domU extracts stdin stream and places the extracted files/directory into the current directory ./Downloads
Be careful not to overwrite any system files unless you actually know what you are doing! It’s safer to move those files to the actual dir by hand after some verification.