I'll have to make a couple of assumptions about your thesis to answer this:
- You have written the document as a collection of smaller files. I'll assume these are called introduction.tex, main.tex, conclusions.tex etc.
- Somehow you've managed to confirm that the tex in each of these smaller files works
The tutorial on modular documents that @Alex Chan pointed you at, gives part of the solution. In particular, the section on the main document will be helpful. A slightly edited version follows:
\documentclass[12pt,a4paper]{report}
% add in all of the packages, etc. that you require
% also need the right package for the bibliography style
\usepackage{natbib}
% don't forget to define the title and all that stuff as well
\begin{document}
\maketitle
\tableofcontents
\listoffigures
\listoftables
\input{introduction.tex}
\input{main.tex}
\input{conclusions.tex}
\appendix
\input{appendix.tex}
The next stage is including the bibliography. We'll use the natbib package to create citations and the plain style for the bibliography listing. See e.g. this link for a description of the different styles.
% Bibliography:
\clearpage
\bibliographystyle{plainnat}
\bibintoc
\label{sec:bibliography}
\bibliography{bibliography}
\end{document}
You can create the bibliography file (bibliogrpahy.bib) by hand, using the information at the same link, or use a tool like JabRef or Bibdesk to create the bibliography file.
The last thing is to make sure that you include your citations properly. Use the commands \cite{}, \citeauthor{}, \citeyear{} and so-on, rather than hard-coding the citations. So, don't write this:
In 2009, Fields wrote...
Instead, you would have this in your source:
In \citeyear{fields_2009_a}, \citeauthor{fields_2009_a} wrote ...
See the LaTeX wikibook for details about how to write citations.
If you get stuck, you might want to try another question, but remember that you'll need to write what is known as a minimum working example, or MWE. See this post for some suggestions on how to do that.
biblatex. (There are many useful questions and answers on this site, however.) – jon Jun 01 '13 at 18:02