Stomp/Thunderstomp is determined by the Troop Type: e.g. a Monster will have the Thunderstomp special rule, a Monstrous Beast will have the Stomp rule. These are automatically attached to the Troop Type and, unless otherwise stated, the model will be automatically assumed to have them so it won't be detailed under the 'Special Rules' section of the army list. Your Stegadon has Thunderstomp.