Identify the history databases that cover your topic. A simple Internet search listing your topic along with the words "history database" is the best way to start. Most reputable databases are hosted by academic institutions, so look for databases hosted on websites that end in .edu. Governments also maintain useful history databases (look for .gov sites) as well as some non-profit institutions (.org).
Read the description of the scope of the contents of the databases. This is usually contained in a section entitled "about the database," and will give you an idea of the intent of the data collectors and even the method of cataloging.
Search the database by entering key terms in the search box. Be sure to use a variety of similar terms; if you're looking for the history of immigration history to the United States, for example, you might use terms like immigration, immigrants, migrants, port of entry, arrival, and so on. If you're looking for a particular individual, be sure to enter the name fully and partially (for example, Ulysses S. Grant, Ulysses Grant, and his birth name, Hiram Ulysses Grant).
Note the full archival citation of the selection you identify as useful. If you're conducting this research for a formal presentation like a college paper, you'll need it for your bibliography; if this is personal research, you might want to go back and consult it again in the future.