Every scholarly work must have the bibliography because that is what points to the depth of research that has gone into your work.
It is a section of a written work which contains citations to all the books referenced in your work.
Generally, it should include the author's name, the publisher, and the page number
In line with that, the list of sources you have used should include books, journals, internet, magazines, newspapers and interviews.
Making the bibliography a feature of your work shows that you are familiar with the most relevant literature and important academic views that affect your subject of choice.
Bibliography is similar to works cited/reference and annotated bibliography, but there is a slight difference between them.
The annotated Bibliography is the same with the Bibliography, only that it is followed by a short report of the relevance or otherwise of the item of publication (the quality and usefulness of the source or how sound the source is) as this informs the reader of the accuracy, relevance and quality of the source.
Then the difference between it and works cited/references is that references deals with sources that you have cited in the research depending on the style you have used, be it APA or MLA.