History of Mathematics resources are primarily located in books, with some information in journals and a few electronic sites.
Most primary literature, especially materials after 1800, will be found in journals. This primary literature will be the actual reporting of mathematical or scientific research, not the history (secondary literature) of the discoveries/research.
A good methodology to find information on the history of Mathematics is to use the bibliographies found in articles, book chapters, resource books, or, sometimes, actual bibliographies on the history of Mathematics. Sometimes resource books will have lists of suggested reading materials as well.