Source is nothing but a Website, Mobile App or Server from which you want to track users behaviour.
You can create one or more sources unders Analytics Sources.
While creating source, you need to select source type and any required parameters.
Once you create source, you will be presented with tracking code which you need to palce in your website. Copy the snippet and paste it high in the head tags of your website pages, that you need to track!
Adohm Analytics code will look like below.