An annotation is a comment or explanation. An annotated source, therefore, is a reference to a book or an article plus a comment about that source. For example, here's a source: For interesting discussions of English usage, see, H.W. Fowler, A Dictionary of Modern English Usage, Oxford University Press, 1926 [now, here comes the annotation].
"Fowler's English Usage," as it is known to its loyal fans, has been revised twice: the second edition (1965) was edited by Gowers (buy the paperback edition if you want this revision); the third edition (1996) was edited by Birchfield.
John Updike, the American novelist, panned the Birchfield edition, claiming that it was not really an edition of Fowler's work at all and that it should not have carried Fowler's name. Birchfield shot back a rebuttal, which was printed in subsequent printings of the "new" Fowler's Modern English Usage. For charm and idiosyncratic opinions, see the original 1926 edition or the second edition, 1965; for up-to-date scholarship about the topics covered, see the "new" 1996 third edition.