You've got your paper nicely laid out in LaTeX. What about your references?
You've written and tagged your paper, and your BibTeX file is good to go. To turn these into a "real" paper, you'll have to compile them. The compiling step is a little tricky, because you actually have to compile multiple times to generate one document.
The advantage of using LaTeX editors is that they will typically compile the files for you (after you click a button, of course), and many include support for viewing the resulting PDF within the editor. In order to get your paper to look right and to include all your references properly, you'll have to compile a total of four times.
1. Compile the LaTeX file
gives it a once-over and finds where you've inserted citations
2. Compile the BibTeX file
extracts citation info from your .bib file, formats it according to the style, and sticks it into a reference file
3.Compile the LaTeX file again
inserts properly formatted inline citations into the paper body
4. Compile the LaTeX file one last time
cleans up citations and other cross references and all final stuff, like page numbers