Actually, looking at the documentation the txt format no longer seems to be supported. Sorry for the confusion.
In Rasa 2, you can put your lookup table either in your main nlu.yml file, or in a separate file and put this in your data folder next to your nlu.yml. You don’t have to point to the lookup file from your nlu.yml, it will be found automatically. But you have to annotate some examples for the entity in your NLU file.
See this post for an example folder structure.