Copyright is the legal right granted to an author, composer, playwright, publisher, or distributor to exclusive publication, production, sale, or distribution of a literary, musical, dramatic, or artistic work. (American Heritage Dictionary, 4th ed.)
So if you made it, only you can legally produce it and profit from it — whether it's a book, poem, song, photograph, or other creative work. And as soon as you make your creative work, you automatically have copyright of it. You don't have to do anything.
When someone has made a creative work that you want to use in your own work, you need to correctly cite it.
This tutorial gives basic information on how to cite other people’s work.