Most, if not all, of your Religion courses will use Turabian style, which is merely an expansion of Chicago style. The two aren't different enough to be significant; if you know one, you know most of the other.
Vogel Library has guides for most citation styles. Below you can see which disciplines use which styles (defer to your professor):
Check your citation style for the rules for citing images, music, video, etc.
Vogel Library's Annotated Bibliography guide will help you get started understanding, researching, writing, and formatting your annotated bibliography.