You need to install it first. Create a new Dockerfile, and install wget in it:
FROM ubuntu:14.04
RUN apt-get update \
&& apt-get install -y wget \
&& rm -rf /var/lib/apt/lists/*
Then, build that image:
docker build -t my-ubuntu .
Finally, run it:
docker run my-ubuntu wget https://downloads-packages.s3.amazonaws.com/ubuntu-14.04/gitlab_7.8.2-omnibus.1-1_amd64.deb