Bonzo Banana

You don't mention what model you bought but with regards the handlebar stem I'm not sure you are missing any part it may just need careful adjustment to prevent/reduce play. Assuming you have bought a new bike and are assembling from a box these normally get quite a lot of vibration in transit and some parts work free if you can't find the missing part in the box you will just have to find a compatible size of screw or bolt but I guess the supplier should sort out that issue. I don't know about the US but in the UK I've never seen a bike with a saiguan gear selector but have seen the derailleurs as a low cost replacement part.

When you have a bike manufactured with very entry level parts its possible and recommended to check the bike thoroughly over. You may find there is missing or very little grease in the ball bearings in the wheels, bottom bracket and headtube and could cause problems if not dealt with. Try to use a water proof/resistant grease if possible. It's also almost expected that you will have to set the brakes and gears yourself as factory adjustment may be very basic and possibly incorrect. You may also find some fittings aren't fit for purpose and need spring washers to prevent working loose when riding. Typically bells, reflectors and minor parts.