The Bifunctor class is found in the Data.Bifunctor module. For GHC versions >7.10, this module is bundled with the compiler; for earlier versions you need to install the bifunctors package.
first and second
If mapping covariantly over only the first argument, or only the second argument, is desired, then first or second ought to be used (in lieu of bimap).
A run of the mill Functor is covariant in a single type parameter. For instance, if f is a Functor, then given an f a, and a function of the form a -> b, one can obtain an f b (through the use of fmap).
A Bifunctor is covariant in two type parameters. If f is a Bifunctor, then given an f a b, and two functions, one from a -> c, and another from b -> d, then one can obtain an f c d (using bimap).
first should be thought of as an fmap over the first type parameter, second as an fmap over the second, and bimap should be conceived as mapping two functions covariantly over the first and second type parameters, respectively.