Is this a specific data file referenced in a publication or tutorial? If so, you'll need to review to see if the data is available publically. Contact the authors if needed.
If you want to retrieve genes from an annotation track that are > 250 KB, or locate genomic features overlapping with other genomic features, please see the Galaxy 101 tutorial. It covers some basic manipulations for retrieving data from public sources and comparing features: https://galaxyproject.org/learn/
Thanks! Jen, Galaxy team