GENCODE release 26 offers some of these annotations for hg38. Pipe to BEDOPS gff2bed to make a sorted BED file.

$ wget -qO- ftp://ftp.sanger.ac.uk/pub/gencode/Gencode_human/release_26/gencode.v26.annotation.gff3.gz | gunzip -c - | gff2bed - > gencode.v26.bed

For hg38, you can grab the cpgIslandExt table from UCSC's goldenpath service, and use BEDOPS sort-bed to build a sorted BED4+ file:

$ wget -qO- http://hgdownload.cse.ucsc.edu/goldenpath/hg38/database/cpgIslandExt.txt.gz \
   | gunzip -c - \
   | awk 'BEGIN{ OFS="\t"; }{ print $2, $3, $4, $5$6, substr($0, index($0, $7)); }' - \
   | sort-bed - \
   > cpgIslandExt.hg38.bed

Derived from the table schema for this file, the first four columns are the island's genomic interval and name. The remaining columns are island length, number of CpGs in the island, the number of C and G in the island, the percentage of island that is CpG, the percentage of island that is C or G, and the ratio of observed(cpgNum) to expected(numC*numG/length) CpG in island.

Once you have these files in sorted BED format, you can start doing set operations and mapping with BEDOPS bedops and bedmap etc.

UCSC table browser has what you need (and more! ) https://genome.ucsc.edu/cgi-bin/hgTables

(( PS: CpG information is under group:Regulation ))

see http://crazyhottommy.blogspot.com/2016/11/define-intronic-exonic-and-intergenic.html it is for hg19, but you can just change to hg38.