how to get individuals, object properties and data properties belonging to a class and also has a specific annotation in sparql [closed]

Question

Your terminology indicates that there might be some conceptual misunderstanding

SELECT *
WHERE {?s a wel:Sentence1 }
Using the above code I can get all the individuals, object properties and data properties that belongs to class wel:Sentence1.

If you're working in OWL, and wel:Sentence is an OWL class, then the only things that should be in triples of the form ?s a wel:Sentence1 are individuals. Only individuals belong to OWL classes; object properties and data properties don't belong to OWL classes, so there shouldn't be any object properties or data properties belonging to wel:Sentence1 to retrieve at all.

At any rate, a is just shorthand for the property rdf:type. It sounds like you're trying to retrieve individuals that have the string "SnowWhiteAndTheSevenDwarfs" as the value of the property wel:belongs_to_story, in which case you should be able to use the query

#-- ...prefixes...

select * where {
  ?s wel:belongs_to_story "SnowWhiteAndTheSevenDwarfs"
}

However, your data actually looks more like this (from the link that you provided):

<!-- http://www.semanticweb.org/dell/ontologies/2014/2/untitled-ontology-11#SnowWhite -->

<NamedIndividual rdf:about="&untitled-ontology-11;SnowWhite">
    <rdf:type rdf:resource="&untitled-ontology-11;Heroien"/>
    <!-- … -->
    <untitled-ontology-11:belongs_to_story rdf:resource="&untitled-ontology-11;SnowWhiteAndTheSevenDwarfs"/>
    <!-- … -->
</NamedIndividual>

The value of the belongs_to_story property isn't a string; it's another resource, identified by an IRI that would be abbreviated as SnowWhiteAndTheSevenDwarfs. This is actually a bit clearer if you use the more human readable Turtle serialization, where your data would then be:

wel:SnowWhite  a              wel:Heroien , owl:NamedIndividual ;
        # …
        wel:belongs_to_story  wel:SnowWhiteAndTheSevenDwarfs ;
        # …
        wel:saw               wel:beds , wel:cups , wel:cottage , wel:chairs ;
        wel:sleptOn           wel:bed ;
        wel:wentIn            wel:cottage .

The Turtle serialization is actually very similar to the SPARQL syntax. Your query needs to be the following (with results generated by Jena's command line tools):

prefix wel: <http://www.semanticweb.org/dell/ontologies/2014/2/untitled-ontology-11#>

select * where {
  ?s wel:belongs_to_story wel:SnowWhiteAndTheSevenDwarfs
}

------------------
| s              |
==================
| _:b0           |
| wel:castle     |
| _:b1           |
| wel:SnowWhite  |
| wel:StepMother |
------------------

The blank nodes (indicated by _:b0 and _:b1 are the axioms that you've annotated:

[ a                         owl:Axiom ;
  wel:belongs_to_story
          wel:SnowWhiteAndTheSevenDwarfs ;
  wel:seq  wel:Sentence1 ;
  owl:annotatedProperty     wel:livedIn ;
  owl:annotatedSource       wel:SnowWhite ;
  owl:annotatedTarget       wel:castle
] .

[ a                         owl:Axiom ;
  wel:belongs_to_story
          wel:SnowWhiteAndTheSevenDwarfs ;
  wel:seq  wel:Sentence2 ;
  owl:annotatedProperty     wel:livedWith ;
  owl:annotatedSource       wel:SnowWhite ;
  owl:annotatedTarget       wel:StepMother
] .