It is very important to cite your sources, providing both in-text citations and references in your bibliography. That way you are giving proper credit to the sources that you include in your paper, and people know where to go to find information that is related to the information that you include. Here are some resources you can use for learning how to format your citations and bibliography, using the ASA Style Guide. For instructions from other Style manuals, such as APA or Chicago, go to the Citation guide.
Here is a three minute video on the importance of in-text citations, and below that is a 35 minute video presentation, an in-depth conversation, from Texas A&M University Writing Center about the importance of citations and academic integrity.