A bibliography (sometimes called "works cited" or "references") is a list of citations you have gathered while researching a topic. These citations are created from your sources and provide your reader with important information on your sources, such as author, title, and publication of the source.
An annotated bibliography is everything above, but also includes a paragraph of brief information below each citation. Ask your instructor for specifics on what they want included in the annotated bibliography as sometimes it can differ, but usually you want to include information that summarizes the source, discusses why you’ve chosen that specific source, and explains how that source is important to your research.