FASTA sequences for genomic DNA, cDNA and ncRNA are available for data download from the FTP pages for all divisions of Ensembl Genomes. The FASTA header can be used to identify the chromosomal location of the downloaded sequences. See this example:
>BGIOSGA006092-TA cdna:novel chromosome:ASM465v1:2:25358694:25360904:-1 gene:BGIOSGA006092 transcript:BGIOSGA006092-TA description:"Putative uncharacterized protein"
The header indicates that this cDNA is on chromosome 2 of the ASM465v1 assembly (position 25358694 to 25360904 on the reverse strand).