The answer will fall under your professor's purview. Be sure to ask if you don't know.
However, Art and Architecture disciplines typically use Chicago style.
While both styles are used in the humanities, the biggest difference is that Chicago uses footnotes for in-text citations while MLA uses simple parenthetical citations. There are also some differences as to how the references / bibliography page is formatted.
You will want to use one of the style guides listed in the above slideshow. Purdue Owl is the best resource. Use "miscellaneous resources" to find information on citing visual works.
A bibliography is a list of sources (books, journals, Web sites, periodicals, etc.) one has used for researching a topic. Bibliographies are sometimes called "References" or "Works Cited" depending on the style format you are using. A bibliography usually just includes the bibliographic information (i.e., the author, title, publisher, etc.).
An annotation is a summary and/or evaluation. Therefore, an annotated bibliography includes a summary and/or evaluation of each of the sources. Depending on your project or the assignment, your annotations may do one or more of the following.
For more help, see our handout on paraphrasing sources.
For more help, see our handouts on evaluating resources.
Your annotated bibliography may include some of these, all of these, or even others. If you're doing this for a class, you should get specific guidelines from your instructor.