You are expected to use the CHICAGO MANUAL OF STYLE, 17th edition, NOTES AND BIBLIOGRAPHY citation style for your research paper.
It is important to cite the sources you used in your paper because:
There are many different citation styles. The reason for a standard "citation style" is so that other people can easily locate what you used. By establishing a standard way of "citing" the source, another person can automatically know what part of the citation represents the author, the title of the journal, the title of the article, and what issue, number and year of that journal it can be found in.