For textual references (inside the paragraph), do not use a footnote. Cite the title, the act, the scene, and the lines. Place them within parentheses at the end of the quotation. For example: Hamlet says "To be or not to be" (Hamlet III.i.64).
Note the use of uppercase roman numerals for acts, lowercase roman numerals for scenes, and arabic numbers for lines. Also notice where the quotation marks and period go.
For block quotations (set off from the paragraph), type the quotation line by line, indenting each line. At the end of the quotation, on a new line, type the citation just as you would in the text. For example:
To be, or not to be: that is the question:
Whether 'tis nobler in the mind to suffer (65)
The slings and arrows of outrageous fortune,
Or to take arms against a sea of troubles,
And by opposing end them? To die: to sleep;
For bibliographies, cite the title of the play, the title of the anthology, publisher info, and page numbers in the anthology on which the quotation you've cited appears. You do not need to cite act and scene in bibliographies. For example:
All's Well That Ends Well. The Riverside Shakespeare. 2nd ed. Boston: Houghton Mifflin Co., 1997. 538-578.
I hope this helps!