There are a few reasons you may need to add a style (*.sty) file to your LaTeX distribution manually instead of using the repositories. First, you may have obtained a newer version than the one that exists in the repos. Second, the style file may not even exist in the repos.

The following works for a TexLive installation in OS X (and possibly other UNIX systems):

sudo mv foo.sty /usr/local/texlive/texmf-local/tex/latex/foo/

where foo is the style file you want to add. Afterwards, make sure you run

sudo texhash

to ensure that TexLive discovers your added file.

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