It is important to document where you find each piece of information as you go.
Citations allow others to find those documents, and keeps you from revisiting the same source over and over.
If you are using a genealogy program, you will typically use a template to enter citation information
For online Sources cite the original work (often a book, microfilm or manuscript) as well as the websites title, URL and date you found the source
EasyBib is a source citation generator that will put a website link into a variety of citation formats.
Evidence Explained is the gold standard for documenting and citing sources for your family tree. It also has an accompanying website Evidence Explained which contains useful information, forms, and templates.