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More often I need some techniques to use in my area or field of research and generaly I do not have the sufficient knowledge to use these techniques.

Let say for example that I need to prove some lemma in my research paper and I have to use probability theory for the proof. If I ask the question in Math stackexchange forum, people will ask me what did you try? In the other hand, I do not have the sufficient knowledge and I cannot go and start reading the probability theory to do my proof.

How can I ask my question properly so I can respect the terms of use of the website and how can I cite the proof if I get it from someone?

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    $\begingroup$ Just be very clear about how you stumbled on the question (specific references, etc.), what you need it for (at least in a general sort of way), and any ideas you might have about it, such as I did in this recent question about something I know very little about. And be especially careful not to lead others to think you need more than what you really need. If you only need to know there are finitely many solutions to some equation, say that, don't ask for the solutions. $\endgroup$
    – Dave L. Renfro
    Commented Mar 6, 2014 at 19:17

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The last part of your question, "How to cite...?" has been asked many times here; Citing a person on MSE is just one. Search function is helpful.

"What have you tried?" comments are usually prompted by copy-pasted statement of a problem which lacks any question. They are a symptom of someone's failure to extract a clear question out of their problem. If you have an actual question, you should not hesitate to ask it.

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If you ask a probability question in a manner similar to the second paragraph of this question I think you will get answers with few if any comments concerning what you have tried.

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