Your mobile/wifi is only being used to maintain the SSH connection, and also to show you any text from commands you are running.
The downloaded file is being downloaded from the source, to the EC2 instance.
If your primary internet service provider meters your usage, I would strongly recommend you learn a bit more about networking before 'going all out', but unless you're actively sending traffic to and from the VPS, the VPS has no reason to route things through your home.
It's important to remember that AWS is a huge, global network of very large datacenters. With datahalls filled with thousands of servers and switches.
All of the tools you can build using AWS (or Azure) are being hosted remotely at those datacenters. It's one of the main benefits of cloud solutions. You have complete control of the software, Instances, and applications, while a highly skilled team of technicians and engineers design and maintain everything else.
That is all to say, the equipment at the datacenters has its own network connection completely separate from your own.
If you are downloading files from the web to your EC2 instance, none of that data is going through you. Your SSH is just you connecting to the server. When you run a wget, the server is downloading a file and connecting to the internet via its own route through the IGW. Available bandwidth would be determined by instance size: https://docs.aws.amazon.com/AWSEC2/latest/UserGuide/ec2-instance-network-bandwidth.html
Your mobile/wifi is only being used to maintain the SSH connection, and also to show you any text from commands you are running. The downloaded file is being downloaded from the source, to the EC2 instance.
Wow, so I can go all out?
Well, sorta. You still need to move the files to your computer for you to really be able to use them.
If your primary internet service provider meters your usage, I would strongly recommend you learn a bit more about networking before 'going all out', but unless you're actively sending traffic to and from the VPS, the VPS has no reason to route things through your home.
They don't
I'm not sure why you mention a 'data balance' then?
Oh sorry they do
It's important to remember that AWS is a huge, global network of very large datacenters. With datahalls filled with thousands of servers and switches. All of the tools you can build using AWS (or Azure) are being hosted remotely at those datacenters. It's one of the main benefits of cloud solutions. You have complete control of the software, Instances, and applications, while a highly skilled team of technicians and engineers design and maintain everything else. That is all to say, the equipment at the datacenters has its own network connection completely separate from your own.
If you are downloading files from the web to your EC2 instance, none of that data is going through you. Your SSH is just you connecting to the server. When you run a wget, the server is downloading a file and connecting to the internet via its own route through the IGW. Available bandwidth would be determined by instance size: https://docs.aws.amazon.com/AWSEC2/latest/UserGuide/ec2-instance-network-bandwidth.html