How to split up topics in a research paper?

Is it okay to break my research paper into subtitles like INTRODUCTION, then NEW TITLE, NEW TITLE and then CONCLUSION? Or do I just write it out normally?

It depends on the format expected by your professor/teacher. Some papers are written out normally while others are divided into sections. I'd suggest asking the person you will be handing the paper in to when you are done. Ideally, this will be an minor issue: even if you write the paper in sections, you should make sure that your transitions are good enough that the essay would flow even if the titles were removed.

I prefer using subheadings to divide papers into sections, but like Sean said, some professors prefer that you not divide it up.

I feel strongly that you should be able to be the one to decide things like that about your own writing.

Teachers want to get you to be good at using "transition sentences," so they sometimes see subheadings as a way to get out of having to transition.

Personally, I prefer your approach, because subheadings lend clarity to your communication.