An appendix (plural: appendices) contains supplementary material that is not an essential part of the text itself but which may provide useful background material, evidence or context.
Appendices can contain all sorts of information, but commonly they include graphs created from your own data, data itself and/or correspondence. There is no limit to what can be placed in the appendix providing it is relevant and reference is made to it in the essay.
If a source can be included in the reference list and/or list of figures, do not put it into your appendices, it should be referenced in the bibliography or included in the list of figures instead.
If you are unsure of what to include in the appendices please ask your unit tutor.