The RefWorks LibGuide (from ASU Library) has information on beginning with Refworks, using "Write-N-Cite" to format in-text citations and directions on importing references from the libraries' various licensed research databases. To learn more about using Refworks and Write-N-Cite, see the RefWorks Tutorials.
As a college student you are expected to cite those sources which you quote, paraphrase or otherwise use in preparing your papers, reports and presentations.
The three most frequently used citation styles for students are APA (American Psychological Association), MLA (Modern Language Association) Chicago Style (University of Chicago); see the ASU Library: Citation Style for more information.
Cited sources assist your professors in determining how thorough you were in identifying supporting evidence
Cited sources demonstrate your awareness of the range of literature on a topic.
Cited sources provide your reader with the information necessary for retrieving a copy of the item in case she wishes to consult it herself.
And yes, citing of sources is an ethical practice required by the university's Academic Integrity policy.