Can exons be located outside of the coding sequence?
Yes, of course. Exons are not limited to the protein coding regions. Many UTRs are in exons. In fact, you even have various cases of UTRs being multiple exons, and being spliced. 

What is strange in your file is not so much that you have exons beyond the stop codon, but that you also have them marked as CDS (coding sequence). That isn't possible, no. While there can indeed be exons in the UTRs, those are not coding and shouldn't be called CDS. That's probably just a minor nomenclature issue though and what you are looking at is a spliced UTR. 

So, the exons (or the parts of the exons) that fall between the start and stop codons will be translated, while those that fall outside that regions will not be (UTRs). 

For example, this is the exonic structure shown for ENST00000617185, one of the transcripts of the human P53 gene:



The boxes are exons and the lines are introns. The colored boxes are protein coding exons, while the empty ones are UTR exons. Note how they are also spliced and that this particular transcript has 3 non-coding exons on the 5' end and one on the 3' end.