I would just blast it. When blasting locally, you need to first make a database from your genome, so assuming you got the command-line version of blast installed you can do something like
makeblastdb -in my_study_genome.fa -dbtype nucl
blastn -max_target_seqs 10 -db my_study_genome.fa -evalue 1e-10 -outfmt 6 -query my_downloaded_gene_of_interest.fasta -out gene_in_my_study_genome.blast
blast search for anything that is "similar enough" and also considers both strands, so for example, if there is an SNP in the middle of the gene. Hence even if the searched gene and the reference genome are from different sequencing runs / individuals, blast will still find it. Blast will also handle linebreaks for you (in fasta files the nucleotide sequence is quite often wrapped by 60 or 100 characters a line). Long story short, there is not much that can go wrong with blast (while with full text search you can easily shoot yourself in foot).
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As @terdon suggested, potentially if you would locating a transcript sequence (excluding introns), you would do better with software like exonerate or genewise, because they model exon/intron boundaries. However, even in those cases blast will give you an approximate position of the gene.