Generally, you could use conversion tools in genomic toolkits (like gff2bed) to extract data quickly:
$ gff2bed < annotations.gff | grep -w 'gene' | cut -f1-4 > genes.bed
For example:
$ gff2bed < ChLG2_official_gene.gff3 | grep -w 'gene' | cut -f1-4
ChLG2    4835    6220    TCOGS2:TC004531
ChLG2    10132    20674    TCOGS2:TC004850
ChLG2    24354    25482    TCOGS2:TC004532
ChLG2    25740    30300    TCOGS2:TC004849
ChLG2    30769    31550    TCOGS2:TC004533
ChLG2    35291    36284    TCOGS2:TC004534
ChLG2    36824    39385    TCOGS2:TC004535
ChLG2    64940    65360    TCOGS2:TC004848
ChLG2    76047    76227    TCOGS2:TC004847
ChLG2    77616    90710    TCOGS2:TC004846
...
Once you have these coordinate ranges for your genes, you can query each one against an indexed FASTA file. One approach is discussed in another answer in this thread.
You could do something like the following to get a cleaned-up FASTA file and index:
$ wget ftp://ftp.bioinformatics.ksu.edu//pub/BeetleBase/3.0/Tribolium_genome_sequence.fasta -O - \
   | sed '/^$/d' \
   > Tribolium_genome_sequence.fasta
$ samtools faidx Tribolium_genome_sequence.fasta
(It looks like there are some blank lines in the FASTA file, which causes samtools to segfault. The sed statement strips those lines.)
Once cleaned and indexed, you could do lookups of gene sequences, appending results to the fifth column of the genes.bed file:
$ awk ' \
    { \
        range = $1":"$2"-"$3; \
        system("samtools faidx Tribolium_genome_sequence.fasta "$range); \
    }' genes.bed \
    > genes.fa
$ awk ' \
    { \
        if (/^>/) { \
            printf("\n"); \
        } \
        else { \
            printf("%s", $0); \
        } \
    }' genes.fa \
    | tail -n +2 - \
    | paste genes.bed - \
    > answer.bed
The file answer.bed could be fairly large. It might be preferable to extract subsets of genes of interest from genes.bed using tools like BEDOPS bedops or bedmap, and then do a lookup on the subset, instead of the entire set. (On the other hand, if you build your answer file once, you can always just do repeated lookups on that end product.)
                    
                
                 
Given links doesn't seem to be working.
Thanks for replying, I just corrected the link.