Start by reading your assignment carefully. What do your instructor want you to do? What kind of information will you need to answer the question being posed?
Is your instructor asking you to analyze one or more art pieces? You want to make sure that you have high quality images to look at. Finding images on the web is easy, but you might not be able to sure that you're seeing the whole piece or that the image hasn't been changed in some way. The library's image databases and art books will ensure that you are seeing high quality images that haven't been degraded or altered. Check the Images tab to find more
You may need information about art movements or artists: books and articles may be your best bet for this. Books will generally offer more thorough or in-depth information, though you may only need a chapter or two. Articles are usually about something more specific, but both will probably be useful. The Books and Articles tab will help you find what you need.
You may need to find historical information, including contemporary reviews of artist's exhibitions. Historical or current newspapers may be your best bet, as well as magazines like Artforum. Check the Historical Research tab for more information.
Consider what you already know about the topic of your assignment, and think about what you don't yet know and need to find out, and then consider what kind of source might be most useful
When you're learning about a new topic, sometimes you just need some basic background information. Reference works (encyclopedias, dictionaries, almanacs, atlases, etc.) provide facts and basic information about people, places, movements, events, particular pieces of art, or whatever it is you want to learn more about. Wikipedia is an example of a reference work.
There are specific reference works that focus on topics in Art History. Many of these sources are available online via the library's website, and some are in print in the library.
Reference works usually aren't suitable for citing in your paper, but they can give you a good place to start when you need to know foundational information about your topic.