Primary sources have documents that are "the law." The documents are created by bodies with legal authority. For example, cases are decided by courts; statutes are enacted by legislatures; regulations are issued by administrative agencies.
Secondary sources are all the materials that are about the law. They are written by lawyers, law professors, law students, independent authors, and publishers' staff writers. They are useful in understanding the law, but they are not the law. You can't go to jail for disobeying a treatise or failing to comply with a dictionary.
Law has many types of secondary sources, used for different purposes:
A law library also includes many of the sort of "regular books" you might see in a bookstore or public library, such as works of journalism, history, or political commentary.
Discussions of legal issues are also found in blogs, law firm and government websites, and even Twitter, and so these newer media are secondary sources as well (although this guide doesn't cover them).
Photo credit: U.S. Supreme Court building from http://www.supremecourt.gov/.