I guess it depends on what "very large" means.
Do you know any Python? If so, one option is just
read in the file of entries then write a python/sage script
to create the matrix in Sage from that. I think large integer
matrices use linbox, which I think is easily capable of some
matrix computations whose row-dim and column-dim are in the
thousands (according to
http://www.sagemath.org/doc/ref/module-sage.matrix.matrix-integer-dense.html,
they must be <2^64-1 on a 64 bit machine).