You must use citations when:
When in doubt, cite it!
The joy of finding footnotes and bibliographic entries that lead to the perfect original source can only happen when scholars carefully track their sources and generate citations in an appropriate style. Neglecting to track your sources as you move through the research process will cost you HOURS of precious time.
Try this excellent tool:
NoodleTools is a bibliographic citation and notes management tool. It creates citations for dozens of source types in a variety of styles. It also helps you keep your citations associated with source notes you create. It is simple to use and will save you HOURS.
The Chicago citation format is generally used for history research papers. Please see a librarian at the help desk for assistance with citation.