Sometimes when you are running your LaTeX files, you do not have the packages that are included in the preamble (usually the sty file). Then you will need to have it added in your computer. It is not difficult to download the sty files from Internet, but the question is where to put them?
The most straightforward solution is to locate the sty files under the same directory of the tex source file. It is perfectly if the file is peculiar and you just want to use it once for the specific tex. However sometimes, you would like to reuse the file without copying it everywhere. Then you may look at the following solutions.
The most popular way is to update your packages with a package manager, such as Tex Live Utility for Mac (I remember something similar exists in MiKTeX for Windows). In this case, you just need to search for the package, and update it with a single click. And you will never be concerned with where the packages are stored.
Another more laboring way is to copy the sty file under the texmf or texmf-local folder. In Mac, the specific directory is "~/Library/texmf/tex/latex/".
Reference:
http://tex.stackexchange.com/questions/10252/how-do-i-add-a-sty-file-to-my-mactex-texshop-installation
http://tex.stackexchange.com/questions/12102/how-do-i-install-ctan-packages-on-mac-os-with-texshop
