Integrating components into your project depends heavily on your setup. The recommended setup is to use a bundler such as webpack which can resolve NPM package imports in your code and can bundle the specific things you import.
If you're using @fluentui/react, the @fluentui/style-utilities package contents are re-exported under @fluentui/react/lib/Styling. It's recommended to access the package this way rather than via a direct dependency.
In a project which doesn't use @fluentui/react, you can still install this package as a dependency:
npm install --save @fluentui/style-utilities
This gives you access to styling-related constants, utilities, and Fabric Core style classes through JavaScript.