In addition to the many books that are secondary sources; the UW Libraries has books that are primary sources. These include books written during the period for your topic (i.e., during the 1910s), books written by participants, published collections of correspondence and other personal writings, memoirs and reprints of primary source material.
Use the following search tactics to identify published primary sources via the UW Libraries Catalog Advanced Search option. Keep in mind that many sources will not be in English but in either the vernacular or colonial language of the country. So for example primary sources on colonial Korea will mostly be in Korean or Japanese.
Use HathiTrust to find digitized versions of hundreds of thousands of copyright free books (those published prior to 1924). It is very useful to find early travel guides and descriptions of countries. HathiTrust also includes snippet views of books published after 1924. The search example illustrates how to find books dealing with the Philippine American War published between 1897 and 1910 in English. This search finds more than 100 books available to download in pdf format.