As you search in the online catalog, watch for the words "personal narratives," "diaries," "interviews," "correspondence," "pamphlets," and "sources" as part of the subject headings; these may point you to published primary sources in the library collections.
You can also search for these words, for example, women and jewish holocaust and (narratives or interviews or sources or diaries or correspondence)
Other clues may be buried in the title, authorship, date of publication, etc.