from thousands of is translated by depuis des milliers de where depuis is used to indicate the starting point in space.

Note that it can also be used to indicated the starting point in time. More details in [1]

The complete sentence would then be:

Ce n’est pas quelque chose que je peux donner depuis des milliers de kilomètres de là.

[1] http://www.larousse.fr/dictionnaires/francais/depuis/23940

Depuis (in this case = from) and à (in this case = to) would be valid preposition to talk about a location. However, if you want to stress the fact that you are not “geographically” present to give something, I would rather say (not a litteral translation):

Ce n'est pas quelque chose que je peux offrir en étant à des milliers de kilomètres de là. 

Note that “donner” is usually an action that assumes some proximity (from hand to hand). In your case I would therefore suggest “offrir”, but offrir is more specifically used for presents (so maybe not in your case).