If working at http://usegalaxy.org, the GATK tools have been deprecated. This means that no additional genomes will be indexed for the tool and other errors might occur. The tools are left on the server as a convenience.
If working at another site, then the genome assigned to your data can be used a Custom reference genome that is set up as a Custom Build (assuming the site supports Custom genomes/builds). Or, the genome could be added as a native index for the tool using a Data Manager (sourced from the Tool Shed like other tools - a better choice if this is your own Galaxy, you are admin, and will be doing multiple analysis runs using the same genome).
Thanks, Jen, Galaxy team