As part of your lit review, you'll need to provide a list of references -- your professor will want to know where you found your information. You'll also need to cite your references in a format (i.e., "style") for your discipline. The library's citation guide provides information and examples for a number of citation styles. If you are not sure which one to use, ask your professor.
Citations are important because they:
Help others find the information you used
Establish the credibility of your own research
Connect your work to the work of other scholars
Show which scholars you are in conversation with
Honor and acknowledge the work of others who have made your own research possible