The bibliography generally comes at the end of your work and is a list of the sources you consulted and/or referenced. Beyond that, bibliographies vary widely depending on the (citation) style you are using. In MLA, it's a "Works Cited" page. In APA, it might be "References."
To determine the citation style (and thus type of bibliography you need), consult:
Now that you know, use the Resources by Style page to get the specifics.
This is a list of sources with notes or additional information about each one. These notes might include a summary of the source and/or an evaluation of the relevance and usefulness of the source to the larger project or subject area.