Hi there, 

Sure, I can give you an overview since I've worked with plenty research analysts over the years at McKinsey. 

Let's take the following random example. I am a consultant serving Coca-Cola. My workstream is looking at increasing revenue through small sized stores. I want to conduct an analysis to understand better how many stores of this size are in the US (let's assume that's where the project is), where are they, what is their average size and geographic distribution / accumultation, what is their likely revenue from beverages, whether they work already with other partners, etc. 

As a consultant, I will soon realize that I have none of the data. So that's the point where I will reach out to the research teams - either the country one (i.e., US), or the specific analysts from the consumer good practice. They will assign somebody and will offer me initially some off-the-shelf materials, then problem-solve together with me on what is the sort of data that I need for the analysis. Great research analysts help the consultants figure out more efficient ways of testing their hypotheses, as well as informing them about data sources they weren't aware of. 

Eventually, the research analyst provides the data. Some even help analyses themselves. Very few I worked with even created the ppt pages, so it was literally plug-and-play as a consultant. 

Hope this clarifies your questions!

Best,
Cristian