Research is an iterative not a linear process. Arrows that move in both directions means you will go back and forth between stages until you have gathered enough relevant and useful information to move on.
Continually ask questions during the research process. What is the dialog and debate related to the topic you want to investigate? What problems need to be solved? What decisions need to be made? Your questions will determine the type of information you seek and the keywords you use to search for relevant information.
Search for and gather information that will help you to answer your research question(s).
Read the information gathered from multiple sources and perspectives. Look for connections among sources. What information is missing? These questions will take you back to the gathering or questioning and planning stages until you have sufficient information to answer your question(s).
Draw conclusions based on the information gathered. If you start your research with a thesis statement (the answer to a research question), test the validity of this statement by looking for information that will disprove and prove your claim.
Contribute to the dialog and debate surrounding your topic of investigation by writing a research paper or taking action on your informed decision.