How we refer to something now is not always what it was called at the time. For example, World War I won't work as a search term during the actual war years, so search for specific battles, or people, instead.
The Special Collections department on the second floor of the M.D. Anderson Library contains a wealth of primary source material, including books, maps, ephemera (postcards, posters, playbills), art works, oral histories, etc. There are also many digitized collections available.