A search or investigation directed to the discovery of some fact by careful consideration or study of a subject; a course of critical or scientific inquiry. To search into (a matter or subject); to investigate or study closely. Also, to engage in research upon (a subject, a person, etc.) Oxford English Dictionary
In sciences, research usually involves physical research activities, and follows a pattern like that of an experiment and associated lab report. The physical activities may involve a traditional lab environment, or it may involve conducting investigations outdoors in nature, depending on the scope of your project.
Searching the scientific literature is also research. Finding studies and methods that other scientists have used in their investigations can help inform your own choices about methods, analyses, and interpretation of your physical research activities.
In general, a scientific research paper will follow the format Introduction, Methods, Results and Discussion:
What it means to you depends largely on the context of your assignments or interests. There are many components to the idea of research, some of which are listed below.