Data requires citations for the same reasons journal articles and other types of publications require citations: to acknowledge the original author/producer and to help other researchers find the resource.
Citing data is important because it:
Benefits of Citing Data, source: Australian National Data Service
At minimum, these elements should be present in any dataset citation:
The way these elements would be arranged, or combined together in the finished citation, would depend on the citation style requirements of the publisher.
Citation software helps you to:
Examples include: