In academic writing, you must show whenever you are quoting someone. Not to do so is cheating - you are stealing someone else's work. If you acknowledge it, and admit (even if you do not explicitly say so) that you are reproducing someone else's ideas, it is not cheating. If you read the right sources, and quote intelligently from them, it may even be scholarship.
For guidance on how to mark a quotation, see quotation - styles and marks.
There are many good reasons why scholars may want to use someone else's words. It may be that these are the best words that could be said on the matter - "Professor X's definition of the term cannot be bettered." It may be that they are part of the evidence (in History and Politics, they may be the only important evidence) - "We know what Mr Z thought about the problem, because he said, 'blah blah blah'..." It may be that a writer wishes to give an impression of two sides of a debate, and can do so concisely, efficiently or effectively by using the original words of the speakers: "Dr Y argued that 'blah blah blah', but this view was opposed by Professor W when he pointed out that 'bleh bleh bleh'." "On the other hand, the Minister for the Interior held that 'bleh bleh bleh'."
These are three of many reasons why a scholar may wish to use someone else's words. A true scholar, and every good student, will want to acknowledge this use. It is a form of honesty ('These are not my words'), a small boast ('Look how much I have read') and a form of politeness ('Thank you to my source').