A bibliography is a list of sources - books, articles, websites, videos, sound recordings, reports, whatever.
When you write a research paper, your Works Cited page (or References page) is the bibliography of sources mentioned in your paper. A bibliography can be short (like for this assignment) or long (bibliographies for Wikipedia encyclopedia articles average around 40 citations). There are even book-length bibliographies, for example: La Verge Rosow's book Light 'n lively reads for ESL, adult, and teen readers: a thematic bibliography has lists of books suitable for ESL students, arranged by topic.
The word annotated means that the author has added notes to the citations in their bibliography. For example, the article entitled Beyond "The Lorax": Examining Children's Books on Climate Change, by George Boggs et al. in the journal Reading Teacher, explains why they recommend each of several books to use in teaching children environmental awareness.
What's the difference between an annotation and the abstract for an article? For an explanation (plus examples), see: