Generally speaking , Stuffit Expander comes with the system and can be found in the Applications=>Utilities Folder. It's also usually installed with Explorer. Try typing command F and searching for 'stuffit' or 'stuffit expander' in Sherlock.
If you really don't have it or have an old version (5.5 or earlier) , you can down load the latest version
here.
Once you've got it, it's a good idea to have it on the desktop. To do this, click on the Stuffit icon, type command M and drag the alias to the desktop. Then, when you download any .sit, .bin, .hqx or .zip files , you should drag them directly onto the stuffit icon.