How Do I Install Stuff for Python?

[buran]

no need to download zip and unzip, etc.

just do in cmd:

Output:
pip install nltk

pip wil download and install whl file for you.
because nltk is more specific package, you need to install also data (the corpora)
see https://www.nltk.org/install.html, last step is the data

In more general sense, look at https://docs.python.org/3/installing/index.html
and always check the package docs for any specific instructions on installation

Nowadays standard way to distribute package is via whl. files. Great many packages are available on PyPi. Some packages may be more difficult to install (e.g. platform specific dependencies, additional files, need to compile something, etc.).
For some of these packages, there are prebuild whl files available from Christoph Gohlke's website. You can download a whl file and install it with pip

Output:
pip install some-whl-file.whl

Of course you can download and install whl files offline also from pypi