Pick a theme that you’re interested in. Then pick a specific mathematical topic that relates to that theme.

Research that topic, and write about the connections between the two. You need to cite at least eight different sources.

It doesn’t say, in the part you’ve quoted, you need an annotated bibliography, but that just means that for each citation, you describe the work.

Any other specific questions you have are probably best directed to your prof.

The best resources out there (and I am a grad student) is

http://owl.english.purdue.edu/owl

and

http://citationmachine.net/

Make sure you don’t plagiarize! 😀