Create the formatted bibliography

Now you should have a L^ATEX document with BibTeX citations (e.g. document.tex), and a BibTeX reference file (e.g. refs.bib). The rest is standard L^ATEX stuff, and there are lots of guides out there describing how to compile the references document, but in short (using pdflatex):

% pwd
document.tex refs.bib
% pdflatex document
% bibtex document
% pdflatex document
% pdflatex document

That's it. Be sure to refer to document.tex without the .tex extension, or the auxiliary files that are generated might not be named correctly.