"Primary sources provide first-hand testimony or direct evidence concerning a topic under investigation. They are created by witnesses or recorders who experienced the events or conditions being documented. Often these sources are created at the time when the events or conditions are occurring, but primary sources can also include autobiographies, memoirs, and oral histories recorded later. Primary sources are characterized by their content, regardless of whether they are available in original format, in microfilm/microfiche, in digital format, or in published format." (from "Primary sources at Yale" -- http://www.yale.edu/collections_collaborative/primarysources/primarysources.html)
You can also use web browsers such as Google or Bing to find artist websites that often include artist statements, gallery brochures, and other unpublished information. Search on the artist's name. Gallery websites often have pages for the artists they represent.