My answer may be very late, But still it will be usefull for someone who are in need.
UCSC Table Browser, http://genome.ucsc.edu/cgi-bin/hgTables
If Human then
Clade : Mammal
Genome : Human
Assembly : latest one (Currently GRCh38/hg38)
Group : Genes and Gene Predictions
Track : RefSeq Gene
Table : refGene
region : Check genome
Output fromat : GTF - gene transfer format
Output file : hg_ucsc.gtf
Hit on get output
Hope this detail will give you clear idea of how to get the files. But yeah if you want to extract the sequence based on the GTF, I could suggest you to use RefSeq.fasta or cDNA.fasta so that you can able to co-relate the files based on your GTF.
Hope this Helps.