First you have to download the GAF file corresponding to your species from here

Then you can run this small script to get the GO terms you are looking for.

data<-read.delim(file="input/sgd.gaf",sep = "\t", as.is=TRUE, header=FALSE, comment.char="!")
data<-data[,c("V5","V9","V11")]
data[,"V11"]<-gsub("\\|.*","",data[,"V11"])

#Assuming you have the data one gene per line:
input<-read.table(file="input/genes.txt")
result<-data[data$V11 %in% input$V1,]
 result<-subset(data,data$V11 %in% input)