always put it in the quotation marks

Hi,

I found out that you use quotation marks for short works like a chapter title, a title of a magazine article, a song title, and so on. Does that mean we always put those in the quotation marks wherever they might happen to occur in writing?

song title and chapter title:
OK, guys, let us listen to the "White Christmas" song.
I realize some of you have forgot to read the chapter titled "Great Koreans" and that seems to be reason why you failed this exam.