Your problem (almost certainly) is that you don't have a /sdcard directory (folder) on your computer unless you created one (there certainly is no default /sdcard in a linux desktop system).
I also don't know how you installed ADB on your computer.
(This should work, otherwise I'll have to change what I wrote below).
$ cd ~/Desktop
(This changes you to your desktop directory, if you are not already there)
$ mkdir sdcard
(this will make a new directory called "sdcard" on your desktop, you should see it pop up on your desktop)
$ adb pull /sdcard/ ~/Desktop/sdcard
(should pull the contents of /sdcard from your phone and put them in your newly created directory on your desktop: ~/Desktop/sdcard)
A little extra basic info for you, and welcome to linux. Soon you have the power to take over the world (ha ha ha... no, actually I'm not kidding at all).
As a basic rule, you should pretty much always be working inside of your home directory, for dealing with your personal files. Your home directory is /home/yourname. On my computers, my home is /home/kirk. My wife's home directory is /home/amy.
"~" is a shortcut for the home directory, for whomever is logged in at that moment.
If you wanted something that is on your desktop, it would be in the directory: /home/yourname/Desktop (~/Desktop). If you wanted to use your documents directory, it is : /home/yourname/Documents(~/Documents).
/home/yourname is where you usually where want to do your stuff.
"/" is the very root directory of the whole system, so you would be better off not creating and doing things like making directories like "/sdcard". That's a bad move. Leave root for system files. Not that you are necessarily going to destroy something by creating a /sdcard directory. But it'll cause you a few hassles.
So, use /home/yourname/sdcard (~/sdcard). Or if you want it on your desktop, (like I did above) use /home/yourname/Desktop/sdcard (~/Desktop/sdcard). Doing things inside of /home/yourname(~) means that you are the owner of that folder and everything in it, not root.
Otherwise you will just be causing headaches for yourself and having to grant yourself root permissions to work with those files (hassle). There's no good reason to do that to yourself. And if you did give yourself root permissions, and screwed up other stuff in the root directory like in: /etc or /dev or /bin, then you will REALLY be irritated.
Stick to your home for your personal files. /home/yourname (~)
Leave "/" or the "root" directory for system files.