I tried to download from ftp://ftp.broadinstitute.org/bundle/b37/ but it is very slow. Is it normal?
Sometimes this happens. It depends on the number of people trying to access the FTP server at the same time. Just try again at a different time or try the Google Drive.
Google Drive doesn't have hg19
Try the FTP site. You can find a link on the Downloads>GATK Resource Bundle page.