UGENE allows to align spliced mRNA/cDNA sequence to genomic sequences.
The default underlying algorithm which is used for the alignment is an external tool called Spidey.
Before running the alignment make sure that Spidey is available and validated in the list of External Tools.
To perform the alignment of a mRNA sequence to a genomic sequence open the the genomic sequence in the Sequence View. Next activate context menu item Align -> Align to sequence to mRNA.
In the list of sequences select the corresponding mRNA sequence and click OK. The resulting alignment will be saved as an annotation with name "exon":