In this case, I'm assuming my document is called MyTexDoc.tex and I want to compile to the pdf file format; for the dvi file format, change the below commands to latex instead of pdflatex.
|1. pdflatex MyTexDoc||Creates .aux files which include the keywords of your citations|
|2. bibtex MyTexDoc||Extracts cited publications from the .bib file file, using the .aux file and formats them according to your indicated bibliography style. Finally the results are put into a .bbl file|
|3. pdflatex MyTexDoc||Inserts the appropriate reference indications at each citation according to your indicated bibliography style|
|4. pdflatex MyTexDoc||Refines citation and cross references, page formatting and page numbers|
Ideally, the above are stored in a shell script (Linux) or batch file (Windows) and execute that file whenever you need to compile the document.