Usually on a separate line from dialogue, often in italics or parentheses to show that they are not to be spoken by the actor. In fact, you will usually find all three.
usually in bold or italics
Stage directions are usually on a script in brackets or italic next to the person who needs to perform them
stage directions
Often stage directions are either italicized or in parentheses
stage directions.
dialogue and stage directions.
Script
::stage directions::
the script
script
Besides dialogue stage directions are also included in a script?
The Stage Directions.