You can send data from your Galaxy history to IGV for viewing as follows:
Install IGV on your computer (IGV download page)
Start IGV
In recent versions of IGV, you will have to enable the port:
In IGV, go to View > Preferences > Advanced
Check the box Enable Port
In Galaxy, expand the dataset you would like to view in IGV
Make sure you have set a reference genome/database correctly (dbkey) (instructions)
Under display in IGV, click on local