IU doesn't have every book. If you are not finding what you need in IUCAT, then search WorldCat, which contains books from libraries all over the country. If you find a good book, you can request it via InterLibrary Loan.
A general Google search on your topic can often be helpful. Search for the topic plus the words “primary source” or search for the topic plus a word that indicates a primary source, such as diary, interview, correspondence, etc.
There are also freely available databases that contain archives and primary sources. Search them separately.