Error "No URLs matched" When copying Google cloud bucket data to my local computer?

What is the appengine.googleapis.com parameter in your command? Is that a local directory on your filesystem you are trying to copy to the cloud bucket?

The gsutil cp -r appengine.googleapis.com gs://my-bucket command you provided will copy a local directory named appengine.googleapis.com recursively to your cloud bucket named my-bucket. If that's not what you are doing - you need to construct your command differently.

I.e. to download a directory named folder from your cloud bucket named my-bucket into the current location try running gsutil cp -r gs://my-bucket/folder .

-- Update: Since it appears that you're using a Windows machine (the "\" directory separators instead of "/" in the error message) and since the filenames contain the ":" character - the cp command will end up failing when creating those files with the error message you're seeing.