stepper motors are usually requiring a kind of current the microprocessor in Arduino cannot provide. The easiest way to interface a stepper is using a transistor chip like the uln2003 or the like.
If your motor happens to be working at really high voltage, in the range of 24V and up, I would go for CMOS transistors like the IRFZ24N.
Finally, to protect whatever circuit you make, I strongly recommend you using power diodes like the 1N4000 series (I find the 1N4004 is amazingly cheap here in Sweden, but look for the best at your location).
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It would also maybe consume a lot of the CPU's processing time, so you couldnt probably do a big task while the stepper was running.