Hi @kate2
There is another tool that does the same computation, and a bit more, that you should try instead: bedtools getfasta
Since the extract_genomic_dna tool is retained in the tool panel for legacy reasons, but deprecated, it may not run at all on certain servers (to conserve resources)! At others it may attempt to run, then eventually fail (the failure log has a message to try the other tool).
It seems the UseGalaxy.eu administrators do this for now, despite the updated tool form. I’ll follow up, but for now, the other tool is what to try! 
Note about GTF format
The # header lines at the top of GTF are ignored by some tools and not by others! If any tool produces a strange message in the logs about column counts being off, or if the annotation seems to have been ignored, try removing the header. Simple tools that run on columns of coordinate data are the most sensitive.
Remove the headers (lines that start with a “#”) with the Select tool using the option “NOT Matching” with the regular expression:
^#
If you were using the headers to capture information like version or sample, reverse the search and keep the “header-only” files somewhere you can reference (dedicated history) then use a persistent #tag on your related datasets. Headers are out of specification for GTF data Genome Browser FAQ but data providers still include them for these provenance reasons. Most bioinformatics people will remove them once the annotation is input to a HTP workflow to avoid strange format issues. Galaxy will try to smooth this out for you but it isn’t always possible and you may need to do some direct data preparation.
We hope this helps! Please let us know how this works out for you. 