Citing your sources properly -- yes, even the images you use and the performances you watch, as well as any interviews you might conduct -- is important and required.
Purdue University's OWL Writing Lab Citation resources are the best ones out there on the web. Generally, Dance courses require that you use either MLA or Chicago style. Detailed information on both styles is available here.
Looking for the difference between bebop and bop, or the most influential Big Band leaders of the 1940's? This page is a good start to finding background resources about jazz music. Try looking in the online reference sources listed below, or the 780's area of the Reference section of Myrin Library for the Reference books mentioned on this web page.