Hi bingalee,
I strongly guess you want to save each of the "sequence" starting from XLOC_.. till the space line.
If so,
the following can give you a head up: It saves each "sequence", into a different named file. (am using only the OP data here .... Please)

use warnings;
use strict;

my $fh;

while (<DATA>) {
    chomp;
    if (/(XLOC_\d+$)/) {
        open $fh, '>', "$1.txt" or die $!;
        print $fh $_, $/;
    }
    else {
        print $fh $_, $/;
    }
}

__DATA__
XLOC_000039
>chr1:983051-985037
CATGACTTTGTCGGAATTATGTTACTGCTCATTATCAATTCCACCATTAGCTTCATAGAG
GAAAACAATGCCGGGAATGCTGCTGCTGCGCTTATGGCCCGCCTCGCACCAAAATCCAAG
GTAAGCCCCACACCCTACTTACCACTCCTTTTTCTTCTCAATACTGCTTTTCATCATGTT
ACACTCATTTTCTAGGTTTTACGTGATGGAACCTGGAGTGAAATGGACGCATCTTTGTTG
GTGCCCGGTGACATAATCAGCATTAAACTTGGAGACATCATTCCGGCAGATGCGCGTCTT
CTCGAGGGAGATCCGCTGAAAATTGACCAGGTCTTTCTTGTGTCTCAATCATAGTGTTCT
TGGTAGAGCGGAAAAAAAAATATTCTGATATGAAAATTACATGAGACACTAAAACACATA

XLOC_000456
>chr1:12600284-12601781
CAACAATCTCTGATGATGCGGCAGGGCCTTGCTCGCGGGGCGTGGTGCTACCTCGAGGAT
GAGTTCCTTGGCCAAAGGGAATCCCGGGCGCTTCTACTTGAGACAAAATTCCGCAACTTC
CGCCAAGAGTCCTTGAGCATCACTGACTACTGCCGCCAGCTTGAGTCAATGGCGGCATCC
CTTGCCGGTTTCGGCGATCCCATCGGCGATAGGCAGATGGTGCTCACGCTCCTTCGTGGC
CTCGGCGGCAAGTTCCGTCACATGGTGTCCATCCTCAAGATGCACCAGCCGTTCCCCACG
TTCGCAGAGGCTCGTGCGCACCTGCTGTTGGAGGAGCTGGAAATCGACGCACGACCTCCA
TCACCGCCATCGGCACTTGTTGCTGCAGCGCCGCGGCATGCGACTCCGGGGGCCCCAGTA
[download]

The above is how far I can make of your question.
I'm sorry, if I get you wrong.
Please pay close attention to the comments before this.