You have two avenues to choose:

1. You run BLAST locally, but use a remote database using the flag -remote. In that case, you can choose a database from this list

   (link via List of NCBI database names for standalone BLAST remote search )

2. You run BLAST locally with a local database. In that case, you can use any protein/nucleotide file. You need to format it using

   makeblastdb -dbtype prot/nucl (depends on whether you have proteins or nucleotides) -in your_filename
   

   Then you can use the name of the file you used for makeblastdb as argument for the -db flag in blastx.