You'll need to choose a citation style, such as Chicago or APA or MLA, and create your citations in accordance with the style.
If you are an art history major, you should use Chicago style, which is the standard style in art history.
Click here for Simpson Library's guide to Chicago style.
Chicago Note-Bibliography style requires two types of citations: footnotes (or endnotes) and a bibliography at the end. Here is an example of an entire paper in Chicago style, courtesy of the Online Writing Lab at Purdue University: