The good thing about going to link to GENCODE provided by @igor is that you can get a separate GTF containing long non coding RNA only. This GTF is a subset of the file in the link provided by @Emily_Ensembl. If you go with the latter, you need to retrieve the long non coding RNA from the rest (whether protein coding or not). If that's your choice, focus on the biotype 'lincRNA'. Check Annotation of ncRNAs for more details on those biotypes. You can check the number of lincRNAs found in the current human assembly and gene annotation versions from Ensembl.