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.
Bound journals can be found in the basement of the M.D. Anderson Library. There are many interesting peer-reviewed and popular journals available. A number of these periodicals date back to the late 1800-early 1900s, and are not currently available in digital formats. If you need help, just ask at the Information desk.
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.
The Libraries maintain many periodicals and government documents on microfilm and microfiche that are not accessible in print or electronically. Just check the online catalog to find out their classification. At the M.D. Anderson Library, most of them are located on the first floor in Access Services. The readers have printers attached.