Depending on the sending app, if the text is longer than 160 words (that's the longest the SMS protocol can handle), the text will either be broken into multiple texts or it'll be sent as a text file that you have to download.
Generally, if you have a message that requires you to download, it is an MMS message, which would require you to have mobile data enabled to receive the content of the message.
EDIT - looks like Rukbat got this, while I was typing (teach me to walk away from my computer for 5 mins)!
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