If you are running a Mac Apple includes a version of Apache for you. In modern versions of Mac OSX (Leopard, Snow Leopard) you will be running Apache 2.2 (as of this writing). You can find the httpd.conf file in:
/etc/apache2/httpd.conf
In prior versions of Mac OSX you might be running Apache 2.0, and your httpd.conf file may be located here:
/etc/httpd/httpd.conf