Before you can start working locally on a remote branch, you need to fetch it as called out in answers below.
To fetch a branch, you simply need to:
git fetch origin
This will fetch all of the remote branches for you. You can see the branches available for checkout with:
git branch -v -a
With the remote branches in hand, you now need to check out the branch you are interested in, giving you a local working copy:
git checkout -b test origin/test