Properly citing sources is an important part of your research. It allows you to avoid plagiarism and highlights your engagement with related scholarship.
In a nutshell: "Whenever you quote or base your ideas on another person's work, you must document the source you used. Even when you do not quote directly from another work...."
The above extract is taken from the Library's guide on citing sources. It provides an overview of this topic and links to formatting rules for the major citation styles [including the MLA style (via Purdue University)].
* SHORTCUT: Many databases allow you to export citations in a given citation style (MLA, APA, etc.) . When provided, this functionality is often in a database's email options. *