There are many books available that show you how to do research. You will profit from reading any of them. However, I would recommend beginning with the MLA Handbook.|
Your first thought is probably, "Hey, that's all about how to write references and citations." Well, that's only partially true. It is a STYLE book, which means it addresses ALL aspects of style. You will be amazed at all the information and guidelines to be found in this book.
In addition, you need to know one bibliographic style really well and MLA is the most popular of the options. So, you might as well know the entire book really well. You will profit from all the time you spend reading this book.
A great source of research methodology, on the other hand, is one of the many books written on how to complete a doctoral dissertation. These books are typically filled with neat organizing and searching tips and ideas.