If you have windows, you have to Install Cygwin and rsync and then follow the instructions given here: https://physionet.org/faq.shtml#downloading-databases
By typing the following command in the Cygwin console, you will see all the available databases:
rsync -Cavz physionet.org::
To download the PTB database you type the following:
rsync -Cavz physionet.org::ptbdb /data/ptb
The database will be saved in the folder where you have installed cygwin /data/ptb