An appendix (plural - appendices) is an additional, non-essential section of your work. This typically comes after the reference list, at the end of your assignment. Some reports and research projects might require an appendix.
There are three main reasons why you might need to include an appendix:
An appendix is not appropriate where the content can easily be found online and could be referenced using an institutional referencing style (for example an illustration of a reflective cycle found via Google Images or a section of a professional body's code of practice). Materials created by other people should be referenced within each appendix (as they are separate from the main document and it's reference list); if you have materials which need referencing, this may indicate that the content should be cited and referenced instead of being an appendix.
Appendices are generally numbered (Appendix 1, 2, 3) or lettered (Appendix A, B. C). Where there are multiple appendices, a list of appendices is usually provided preceding the first appendix. Content in an appendix should be referred to within the main body of the assignment, generally in brackets "(see appendix 1)" or narratively - "as shown in the data table in appendix 2".
Appendices may continue the main document page numbering, have their own page numbering (where a facsimile of an existing document is being provided), or have no page numbering. It is advised to clearly separate appendices, starting each on a new page and including a clear title.