Yes you can have exons and introns of the same gene separated by hundred (even thousands!) of kilobases.
Here is an example for the human genome:
"On average, there are 8.8 exons and 7.8 introns per gene. About 80% of the exons on each chromosome are < 200 bp in length. < 0.01% of the introns are < 20 bp in length and < 10% of introns are more than 11,000 bp in length."
For the splicing process, it is not really a problem for the distance. Let me reframe the questions by challenging the assumption you are making: long distances in a sequence correspond to long distance in space.
Actually, DNA/RNA molecules are can have a lot of tertiary structure for example, G quartets for DNA, hairpin structure for RNA.
Long sequence distances are a poor indication of the real distance in space. Thus although from an engineering point of view it is incredible what molecular splicing can achieve mechanistically speaking. As far as I remember, the length for the intron/exon is important for the efficiency/timing of the splicing process (I might be wrong here on the specifics).