A research file could be a word document, or a notebook, or a pile of paper in a folder, or a program like EverNote or OneNote, or a bibliographic software like EndNote. It's simply a place were you keep notes about the things you found.
Taking notes about your research is something that can save your sanity.
Be kind to your future self:
The simplest (and best) thing you can do is always note the core referencing details whenever you read something, and leave a few notes to remind yourself what it was about (and take note of anything that stuck out - even if you didn't think it was particularly useful to you at the time). You will almost certainly find yourself trying to remember it in the middle of the night when you need to get your assignment finished.
Remember the Cornell Method of note-taking we talked about in Step 2 of the Writing Process? This template encourages you to take critical notes when reading journal articles, course readings and text book chapters - and keep the citation details with your notes.