Now that you have gathered all the information you need, how do you incorporate the research into your novel? In fiction writing you always have to find the balance between pure background description and the story / your characters. Historical background is just one facet of this. Here are some suggestions how to handle historical background:
When you build scenes, use illustrations and photographs to help you visualize the setting.
Include historical background in an unobstrusive way, i.e. don't throw your readers out of the story by giving endless, most detailed descriptions. Instead, make it part of the story:
in The Lily Brand, Chinese decorations add to the apprehensive atmosphere of the reunion scene and foreshadow the hero's animosity: "Lillian's gaze was caught by the black dragons that curled threateningly across the bright red wallpaper and chased each other on the Chinese lanterns on the lacquered side tables. The feet of these were formed like the paws of a lion, with sharp golden claws that might tear through a man's flesh and bone." => escalation when hero enters the room: "Black dragons curled on the walls on each side of him as he strode toward them, tall and broud-shouldered, as graceful as a big cat."
in Barbara Cartland's A Hazard of Hearts, the importance of family and tradition for the hero is emphasised by the description of his estate, Mandrake: "[The house] could never have been conceived in the imagination of one man. It had to be the building of centuries, the amalgamation of generation after generation. There was the Norman tower, grey and solid, joining the warmth of Elizabethan bricks and blending harmoniously into the Charles II additions of dark timber. The new façade and the additional rooms added by Robert Adam had already, it seemed to Serena, blended in with the rest of the building . . ."
in Jane Austen's Northanger Abbey the gothic novels the heroine reads will later on influence her perception and her actions
Try to keep explanations short.
Never let a character give an explanation that is obviously included for the reader's sake.
Credit your readers with some intelligence: some things don't need to be explicitly explained, sometimes the context is enough, e.g. the betting book at White's is a) pretty much self-explanatory, imo, and b) by now most readers of Regency romances would know that there was a betting book at White's. So please don't give long explanations about what a betting book might be!