While using multimedia, you need to ensure that you're not breaking any copyright laws. The Library's Copyright Reference Guide provides an abundance of information about how to navigate copyright.
When using copyrighted work for research purposes, there is a code in copyright law that allows for fair use. To determine fair use, the purpose, nature, amount, and effect of the use of the work are considered. The Fair Use page of the copyright guide provides more information.
It is still necessary to cite sources when operating under fair use. Many citation styles have been updated to include formats for multimedia sources. The Purdue Online Writing Lab provides comprehensive overviews of common styles in the Research and Citation Guide.