If it's the voltage regulator that heats up, that is normal if your power your stepper from the 5V output of the Uno.
The voltage regulator that reduces the 12V down to 5V has virtually no heatsink and hence is very limited in the current that it can deliver. The voltage regulator is bypassed / not used when you use the USB to power the UNO.
Your topic has been moved to a more suitable location on the forum. Installation and Troubleshooting is not for problems with (nor for advice on) your project 
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