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I'm in doubt about the sequence latex, bibtex, latex, latex.

Let's suppose I have a file called bibliography.bib, so it means that my sequence should be: latex bibliography.bib, bibtex bibliography.bib, latex bibliography.bib and latex bibliography.bib again?

Thanks!

p.s.: I'm using Texmaker, however I'm doing this sequence on Terminal.

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The bibliography file (.bib extension, let us use you example bibliography.bib) should be included in the main latex file (let us say it is main.tex) using \bibliography{bibliography} or \addbibresource{bibliography.bib} if you are using biblatex. Then the sequence is called on the main latex file. Thus the sequence is

latex main 
bibtex main 
latex main
latex main

Notice you do not have to use the extensions when you call the command (and in case, for bibtex, it is not .bib, but .aux).

If you use XeLaTeX, then replace latex with xelatex.

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