I tried from ubuntu terminal and I don't know why the GUI didn't show up according to tttthomasssss answer. So I followed the comment from KLDavenport and it worked. Here is the summary:
Open your terminal/command-line and type python then
>>> import nltk
.>>> nltk.download("stopwords")
This will store the stopwords corpus under the nltk_data. For my case it was /home/myusername/nltk_data/corpora/stopwords
.
If you need another corpus then visit nltk data and find the corpus with their ID. Then use the ID to download like we did for stopwords.