So why do you have to tell readers where you found your evidence?
Answer: So that the person who reads your paper will know exactly where to locate the article/book/website to which you are referring. This is called citing to your sources.
If you do not cite to your sources, then you are not giving the appropriate credit to the actual source of your statements, and the reader has no basis from which to judge your credibility. This is called plagiarism.
Want to learn more? The University of Mississippi provides users with a comprehensive online tutorial about what plagiarism is and how to avoid it.
The above-mentioned tutorial was adapted from Robert A. Harris's book The Plagiarism Handbook : Strategies for Preventing, Detecting, and Dealing with Plagiarism and Tom Fox, Julia Johns and Sarah Keller's Cite It Right: The SourceAid Guide to Citation, Research, and Avoiding Plagiarism.