It's best to teach research by doing rather than telling. If you are only lecturing about research, students will become disengaged and restless. What you tell them will, generally, be lost on them.
Of course some discussion is needed regarding the types of resources available and how to vet out reputable sources, etc.... But the students will absorb the information better if they are made to go out and actually use the resources and find answers.
One of the age-old ways of doing this is through a library scavenger hunt. One professor recently noted in the Chronicle of Higher Education that this type of hands-on library exercise worked particularly well for him.
"I cut and pasted twenty six student-generated questions onto a Word document, divided my fourteen students into two groups and gave each group thirteen questions for each group to complete. I assigned each group a group leader who was supposed to direct discussion and a notetaker who was supposed to collate all the group’s findings. The groups were given an hour to roam around the library, speak to librarians, find out where resources such as microfilm were, and find various research guides on the Internet. After the hour, they all got up in front of the class as a group to present their findings for the last fifty minutes of class. Students were also to report on their research process that led them to these answers and how reliable their sources were. I also indicated that each member of the group needed to understand what every term of their answer meant (e.g. What is an annotated bibliography). Additionally, [after the exercise] our discussions went into a lot greater depth than I expected—we discussed different ways of defining primary and secondary sources, as well as disciplinary differences in terms of writing style."
It's not surprising that the students felt more engaged and energized and the discussions went into greater depth. It's because the students were actively doing instead of passively listening. They understood the research issues better because they had actually encountered them.
As some of the commenters noted, a professor considering this type of exercise should confer with the librarians. "This kind of exercise works best if the instructor consults with a librarian well in advance. A librarian can help to design the assignment, make sure that the required resources are readily available to students, and make sure that whoever is staffing the reference desk that day has been briefed on the assignment. All of this will make the assignment go more smoothly."