A Literature Review is an overview of a topic, taken from many peer-reviewed articles. It synthesizes the research from your sources, connecting them to your topic, and illuminates how it relates to your thesis statement. It may also discuss gaps in the research field which you discovered in your research for this assignment. Your professor will tell you how many sources (articles) they require you to find for the assignment.
The formatting of a Literature Review will depend on the citation style your class uses (APA, MLA, etc.) and instruction from your professor. Your professor may have additional specific requirements, so make sure to be clear on those. If your professor does not require a specific citation style, then pick one and stick with it.