You will be using Chicago/Turabian style when citing the sources that you use in your research papers. The Chicago Manual of Style and Turabian's Manual for Writers of Term Papers, Theses, and Dissertations are both available at the Dana Library Reference Desk. The Writing Center at the University of Wisconsin-Madison also has a nice introduction to Chicago/Turabian Documentation that will give you the basic information you need to create bibliographic citations.
The above site does not, however, cover citing online resources. The Library of Congress has a guide on How to Cite Electronic Sources that show Turabian-style examples.
You can also import references from the Catalog and many of the electronic databases into RefWorks, a web-based bibliography and database manager. RefWorks will build your bibliography for you based on whatever style sheet you specify (MLA, Chicago, etc.). For information on setting up your (free) RefWorks account see the RefWorks FAQ.
Brief video on logging into RefWorks.
Generic RefWorks tutorials