For an overview of how LaTeX and BibTeX work, generally, see:
Here's a simple example:
Assume your .bib file looks like this:
testbib.bib
@article{Hudson-et-al1982,
Author = {Hudson, Lynne M and Guthrie, Karen H and Santilli, Nicholas R},
Journal = {Journal of Child Language},
Month = {Feb},
Number = {1},
Pages = {125-138},
Title = {The Use of Linguistic and Non-Linguistic Strategies in Kindergarteners' Interpretations of 'More' and 'Less'},
Volume = {9},
Year = {1982}}
(You can create these entries using your favourite reference manager (most likely JabRef (Windows/Linux/Mac) or BibDesk (Mac). See:
Now create a document:
\documentclass{article}
\bibliographystyle{vancouver}
\begin{document}
This is a citation in the text\cite{Hudson-et-al1982}.
\bibliography{testbib}
\end{document}
Compile this using pdflatex, then bibtex, then pdflatex and pdflatex once more.
For more on why this is necessary, see:

vancouver.bstwith the following command\bibliographystyle{vancouver}(assuming the.texand the.bstfiles are in the same folder). – Alexis Pigeon Nov 25 '13 at 11:11