Download the Shapefile option from here.
https://gisdata.mn.gov/dataset/loc-water-access-sites
It is a zipped file. Inside there are 5 files you need to upload. They have the extensions:
.prj
.sbn
.sbx
.shp
.shx
When you are done you will have all 5 files loaded into the “Upload your data files” box in the upper left hand corner.
Click submit query and the files will load, and the points will display on a map.
Target Vector Format choose GPX – GPS Exchange format
Select “WGS 84” for output coordinate system and click convert now.
Click download results and wait for the 30 second ad.
Choose where to save the file. It should be a folder with a GPX file inside of it.
If you have a bunch of files to convert the MN DNR produced a free gps data converter called DNRGPS that is available here.
ftp://ftp.dnr.state.mn.us/pub/gisftp/DNRGPS/dnrgps.zip
documentation is here
http://www.dnr.state.mn.us/mis/gis/DNRGPS/DNRGPS.html