Well, you did post a very similar question in the past Database to find intron sequences? and you got a good number of answers for it. I would recommend reading through those and following the links that are specified there.
The short answer to your question is that you cannot directly download intronic sequences from NCBI. What you can do is post process the files that you get from NCBI and extract that information. If you want to know how to do that you should open a new specific question along the way: How to extract introns from a genbank file?
ya the other question helped but a lot of the links for software were not working or not compatible with the newer mac series that do not run on PowerPC
If you know the gene name or accession, the UCSC enter link description here can help you, beside the "identifiers" label, open the "paste list ", fill you gene name or accession, and click the " get output" button, select the relate button, you can get an satisfying result.
what kind of record ? a genebank record ? a gene record ? or do you just want a place to download the sequence of those introns (which organism ?)