Citation styles provide rules for how to cite your sources. The most common citation style for historical research is "Chicago" style. Although it has several variations, typically citations in Chicago are formed using footnotes. Example:
The difficulty of citing properly is well-documented.[1]
[1]Smith, Bronwyn H. "Citations and Footnotes." Bibliography Quarterly (2005): 16-38.
VERY OFTEN, you can AUTOMATICALLY GENERATE and COPY/PASTE CITATIONS. See below for directions. It's still a very good idea to become familiar with the actual rules of the citation styles so that you can correct the auto-generated citations, because they often have small errors in them. To see examples and explanations of the rules for Chicago: