In a research paper, you're supposed to do research. Allegedly, this entails consulting sources other than your own imagination. When you do this, you should provide some kind of written proof that you consulted said sources. This is called a "citation." It takes many forms, the most common of which looks something like this:
Last name, First name.
Title of book. Place of publication: Publisher, Year.
The punctuation and formatting is generally considered important because it's important that a person reading your research paper and wanting to look into your conclusions further can go find your sources easily. Having a strictly standardized method for listing the relevant information needed to locate said sources makes it easy for said person.
Here's a helpful link to the most commonly used citation style.
When you list citations in your research paper, they'll usually be in footnotes at the bottom of the pages in which you reference the sources or else in a list at the end of the paper. I prefer endnotes to footnotes, but either is generally considered acceptable for most purposes. The important thing in either case is to explicitly state when the idea you're writing is not yours.