Read "Tutorial: How To Ask Good Questions On Technical And Scientific Forums", and then elaborate a bit more your question.

In addition, you might want to explain why you need that gtf file. I think most commonly you will download a gtf file, for example from Ensembl, which you will use to annotate and quantify your RNA-seq data.

In spite of the lack of information in your question, I assume that you want to perform a transcriptome annotation using RNA-Seq data. As you have mentioned, Cufflinks can do the job, but there are also another tools for doing it. I'd recommend you to read a little bit the literature, get familiar with the different methods and tools, find any paper with comparisons of the different computational methods... etc. For sure you'll find also great tutorials explaining how to perform a transcriptome annotation.

Here is a nice piper describing transcriptome annotation using RNA-Seq data and some different strategies to address the question.