As with all BioMart queries you must select the dataset, set your filters (input) and define your attributes (desired output). For this exercise:
Dataset: Ensembl genes in chicken
Filters: Transmembrane proteins on chromosome 9
Attributes: Ensembl gene and transcript IDs and Associated gene names

Go to the Ensembl homepage (https://www.ensembl.org) and click on BioMart at the top of the page. Select Ensembl genes as your database and Chicken genes (bGalGal1.mat.broiler.GRCg7b) as the dataset. Click on Filters on the left of the screen and expand REGION. Change the chromosome to 9. Now expand PROTEIN DOMAINS AND FAMILIES, also under filters, and select Limit to genes …, choosing With Transmembrane helices from the drop-down and select Only. Clicking on Count should reveal that you have filtered the dataset down to 143 genes.

Click on Attributes. Under Features expand GENE. Select Gene name.

Now click on Results. The first 10 results are displayed by default; display all results by selecting All from the drop-down menu above the table.

The output will display the Ensembl gene ID, Ensembl Transcript ID and associated gene names of all proteins with a transmembrane domain on chicken chromosome 9. If you prefer, you can also export as an Excel sheet by using the Export all results to XLS option.