It doesn't say that (though the phrasing is somewhat unclear)
In fact, it is quite rare to have bauxite near magma. Magma occurs most frequently in igneous extrusive layers, while bauxite only occurs in sedimentary layers (
wiki) as big clusters. Just look around your map if you have any of the stones that are listed as sedimentary. If you do, there is probably some bauxite as well. If not, you're out of luck and need to order some, assuming at least one trader has it.
The wiki article on exploratory mining may also help you.
This game doesn't just make some stones appear randomly all over your map. It does geology. Know the basics of how ingame-geology works and you'll know where to look for which stones.
[edith sayeth]:
You don't really need bauxite for most projects involving magma. Powered screw pumps can do almost anything, a floodgate could do. And pumps don't need to be magma-proof, as long as the magma is only pumped through and not on the same tile as the pump. You can use any stone and metal. Only wooden pumps will desintegrate after a few months or years of pumping magma...
As for the stockpiles: If it exists in the game, it exists for stockpiles (probably under economic stones, as you seem to use the mayday-pack). Just make a stone stockpile, disable everything and then slooowly read through the whole list. It's easy to overlook one item, especially in the stones list.