You can find many help videos on how to do a literature review available through youtube. This one by North Carolina State University is particularly good.
You have likely heard your instructors or supervisors using the following terms. So that you know the difference between each concept, consider the following definitions taken from ODLIS: The Online Dictionary for Library and Information Science (2013), edited by Librarian Joan Reitz at Western Conneticut State University.
Literature Review: "A comprehensive survey of the works published in a particular field of study or line of research, usually over a specific period of time, in the form of an in-depth, criticalbibliographic essay or annotated list in which attention is drawn to the most significant works." (The Online Dictionary for Library and Information Science)
Literature Search: "An exhaustive search for published information on a subject conducted systematically using all available bibliographic finding tools, aimed at locating as much existing material on the topic as possible, an important initial step in any serious research project." (The Online Dictionary for Library and Information Science)
Systematic Review: "A literature review focused on a specific research question, which uses explicit methods to minimize bias in the identification, appraisal, selection, and synthesis of all the high-quality evidence pertinent to the question. Systematic reviews of randomized controlled trials are so important to evidence-based medicine that an understanding of them is mandatory for professionals involved in biomedical research and health care delivery. Although many biomedical and healthcare journals publish systematic reviews, one of the best-known sources is The Cochrane Collaboration, a group of over 15,000 volunteer specialists who systematically review randomized trials of the effects of treatments and other research." (The Online Dictionary for Library and Information Science)
Bibliography: "Strictly speaking, a systematic list or enumeration of written works by a specific author or on a given subject, or that share one or more common characteristics (language, form, period, place of publication, etc.). When a bibliography is about a person, the subject is the bibliographee. A bibliography may be comprehensive orselective. Long bibliographies may be published serially or in book form...In the context of scholarly publication, a list of references to sources cited in the text of an article or book, or suggested by the author for further reading, usually appearing at the end of the work. Style manuals describing citation format for the various disciplines (APA, MLA, etc.) are available." (The Online Dictionary for Library and Information Science)
Annotated Bibliography: "A bibliography in which a brief explanatory or evaluative note is added to each reference or citation. An annotation can be helpful to the researcher in evaluating whether the source is relevant to a given topic or line of inquiry." (The Online Dictionary for Library and Information Science)
Critical Annotation: "In a bibliography or list of references, an annotation that includes a brief evaluation of the source cited, as opposed to one in which the content of the work is described, explained, or summarized." (The Online Dictionary for Library and Information Science)
Citation: "In the literary sense, any written or spoken reference to an authority or precedent or to the verbatim words of another speaker or writer. In library usage, a written reference to a specific work or portion of a work (book, article, dissertation, report, musical composition, etc.) produced by a particular author, editor, composer, etc., clearly identifying the document in which the work is to be found. The frequency with which a work is cited is sometimes considered a measure of its importance in theliterature of the field. Citation format varies from one field of study to another but includes at a minimum author, title, and publication date. An incomplete citation can make a source difficult, if not impossible, to locate." (The Online Dictionary for Library and Information Science).
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