There are lots of ways to do this, some are simple, some more complex.

Personally, I like using citation templates, and fill in as much as I possibly can; maybe a bit more work, but I think it looks better. You have a <REF> at the start, then a suitable cite tag, then </REF>. An example usage is;

<ref>
{{Citation
 | last = Preston
 | first = Peter
 | title = D. H. Lawrence in the modern world
 | last2 = Hoare
 | first2 = Peter
 | publication-date = 1989
 | place = [[Cambridge]], [England]
 | publisher = [[Cambridge University Press]]
 | page = 125
 | isbn = 0-521-37169-4
 | url = http://books.google.co.uk/books?id=J5nRoaOwkPMC&printsec=frontcover#PPA125,M1
 | accessdate = 2008-05-11
}}
</ref>

For all the possible things to include, see Template:Citation

Of course, you don't have to put everything in, just whatever you can. The above example is a book, but I've included a 'convenience link' to a website that displays it.

Then, at the end of the document (but before any 'category' tags), you need a references section. You just put,

== References ==

{{reflist}}

Hard work? - help is at hand. There are lots of tools that create cite tags automagically. Personally, I use Zotero for the web links, and the cite book generator for books.

I also recommend you look at other articles and copy from them - especially featured articles, which should have good refs.

Hope this help, cheers, ~~~~