This means including a bibliography, or a list of references (books, websites, magazines or anything else you have used in your research or quoted in your assignment). If your teacher has asked you to create a formal bibliography, there are several websites that give good advice on how to do this:
If you would like to check that your work does not plagiarise the works of others, there is a fantastic website called Turnitin that will scan your assignment and notify you if, and what, you have plagiarised. This is the same system that teachers use to check work for plagiarism.
Creative Commons gives you a way of copyrighting your own work, and legally using others' work. You can find out more about it here.