Where is my gas shutoff valve for my stove or do I need to have one installed?
Yes, that appears to be a valve. Note that it can only turn 90 degrees (clockwise as it sits), constrained by the lugs on the side. The line indicates gas flow (in line with the pipe as pictured open, crossways to the pipe closed.) 

If it requires excessive force to operate, better to have gas shut off upstream and replace it, rather than risk breaking it.

WD-40 is not really the appropriate thing to use on stuck items - it has a particular use (displacing water) and it's a poor excuse for either a penetrant or lubricant.