For RefSeq data, use the tool "Get Data: UCSC Main".
For ENSEMBL data, either extract from UCSC as above, or use the tool "Get Data: Biomart".
Both external data providers have help for usage (see their web forms) and when accessed from within Galaxy, will return results to your active Galaxy history by default.
If you find data at another location (these sources or others), any data hosted by public URL can be loaded into Galaxy with the "Upload" tool or by using the provided "Send to Galaxy" option (when available). GalaxyNGS101#Getting_data_in
Thanks! Jen, Galaxy team