Just pipe the file to stdout on the server, and read it from stdin on your workstation.
ssh address-of-B 'wget -O - http://server-C/whatever' >> whatever
i.e. redirection the wget-fetched output to stdout, and redirecting the local output (from ssh running wget remotely) to a file.
https://unix.stackexchange.com/questions/38755/how-to-download-a-file-through-an-ssh-server