Enclose the URL in angle brackets if you are using MLA style. It should appear at the end of your works-cited entry, followed by a period. For example:
Smith, Bob. "Dog Tricks." petweb.com. 19 July 2010, n.p. Web. 11 June 2011. <http://www.petweb.com/art/dogs/fun/tricks.htm>.
Note that MLA style no longer requires the use of URLs; however, you may include the URL if you wish.
Precede the URL by the phrase "Retrieved from" if you are using APA style. The URL should appear at the end of your reference list entry. Do not put a period after the URL. For example:
Smith, Bob. (2010, July 19). Dog tricks. Retrieved from http://www.petweb.com/art/dogs/fun/tricks.htm
List the URL at the end of your bibliography entry if you are using Chicago Manual of Style. Follow it with a period. For example:
Smith, Bob. "Dog Tricks." Petweb. Last modified July 19, 2010. http://www.petweb.com/art/dogs/fun/tricks.htm.