If you have a citation to a source published before 1929 it is most likely going to be digitized and freely available on the internet. Do a Google search for the title of the book and look for links to it at either the Digital Public Library of America, HathiTrust, the Internet Archive, or another cultural institution such as the Library of Congress.
Identify memoirs and autobiographies which have been published in book form using Knox Primo--the All I-Share Libraries search. Search using the person's name in the author/creator field.
For a general search, use the terms "indians" and "autobiographies" (no quotes) AND select the SUBJECT field:
The same search method can be used to find primary sources from particular organizations -- use the organization name as the search term, for example, American Indian Movement.
Documents from the U.S. Congress, the Smithsonian Bureau of American Ethnology, Bureau of Indian Affairs and other agencies should be findable in Knox Primo.
Read your secondary sources to find primary sources listed in the footnotes and reference lists.
Examine these bibliographies that are on Open Reserve in Seymour Library: